Binomial Option Pricing Biases and Inconsistent Implied Volatilities
| Year of publication: |
2001
|
|---|---|
| Authors: | Lekvin, Brent J. ; Tiwari, Ashish |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 7.2001, 4, p. 543-562
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005693139