Hermite binomial trees : a novel technique for derivatives pricing
Arturo Leccadito; Pietro Toscano; Radu S. Tunaru
| Year of publication: |
2012
|
|---|---|
| Authors: | Leccadito, Arturo ; Toscano, Pietro ; Tunaru, Radu S. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 8, p. 1-36
|
| Subject: | Option pricing | Binomial trees | Hermite expansion | Skewness and kurtosis | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009707095