Showing 1 - 10 of 1,798
Persistent link: https://www.econbiz.de/10011734146
Persistent link: https://www.econbiz.de/10010379480
Persistent link: https://www.econbiz.de/10001446623
Persistent link: https://www.econbiz.de/10011752436
Market option prices in last 20 years confirmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility. Implied binomial trees (IBT) models capture the variations of the implied volatility known as "volatility smile". They provide a discrete...
Persistent link: https://www.econbiz.de/10012966270
Persistent link: https://www.econbiz.de/10014432919
Persistent link: https://www.econbiz.de/10011420532
Persistent link: https://www.econbiz.de/10011375882
Persistent link: https://www.econbiz.de/10010438507