IMPLIED TRINOMIAL TREES OF THE VOLATILITY SMILE
| Year of publication: |
1996
|
|---|---|
| Authors: | Derman, Emanuel ; Kani, Iraj ; Chriss, Neil |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 3.1996, 4, p. 7-22
|