How precise are price distributions predicted by implied binomial trees?
Wolfgang Härdle and Jun Zheng
| Year of publication: |
2002
|
|---|---|
| Authors: | Härdle, Wolfgang ; Zheng, Jun |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 145-170
|
| Subject: | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749985