How precise are price distributions predicted by implied binomial trees?
| Year of publication: |
2002
|
|---|---|
| Authors: | Härdle, Wolfgang ; Zheng, Jun |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2002,1 |
| Source: |
Persistent link: https://www.econbiz.de/10010983491