Numerics of Implied Binomial Trees
Year of publication: |
2017
|
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Authors: | Härdle, Wolfgang K. |
Other Persons: | Mysickova, Alena (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Derivat | Derivative | Numerisches Verfahren | Numerical analysis | Statistische Verteilung | Statistical distribution | CAPM |
Extent: | 1 Online-Ressource (27 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 19, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.2894281 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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