Implied Trinomial Trees
| Year of publication: |
2005-03
|
|---|---|
| Authors: | Cizek, Pavel ; Komorad, Karel |
| Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
| Subject: | option pricing | Black-Scholes formula | binomial trees | implied trinomial trees | implied Volatility | German Stock Index | DAX |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number SFB649DP2005-007 21 pages |
| Classification: | C51 - Model Construction and Estimation ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005652746