Implied Trinomial Trees
Year of publication: |
2005-03
|
---|---|
Authors: | Cizek, Pavel ; Komorad, Karel |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | option pricing | Black-Scholes formula | binomial trees | implied trinomial trees | implied Volatility | German Stock Index | DAX |
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