Option-implied risk-neutral distributions and implied binominal trees : a literature review
Year of publication: |
2000
|
---|---|
Authors: | Jackwerth, Jens Carsten |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 2, p. 66-82
|
Subject: | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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