Constructing binominal trees from multiple implied probability distributions
Gregory Brown and Klaus Bjerre Toft
| Year of publication: |
2000
|
|---|---|
| Authors: | Brown, Gregory ; Toft, Klaus Bjerre |
| 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. 83-100
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001497772