Numerics of implied binomial trees
Wolfgang Härdle and Alena Mysicková
| Year of publication: |
2009
|
|---|---|
| Authors: | Härdle, Wolfgang ; Mysicková, Alena |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 209-231
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Entscheidungsbaum | Decision tree | Statistische Verteilung | Statistical distribution | Numerisches Verfahren | Numerical analysis | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003746028