Numerics of implied binomial trees
Year of publication: |
2009
|
---|---|
Authors: | Härdle, Wolfgang ; Mysicková, Alena |
Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 209-231
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Entscheidungsbaum | Decision tree | Statistische Verteilung | Statistical distribution | Numerisches Verfahren | Numerical analysis | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries |
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