SYMPOSIUM ON OPTION-IMPLIED DISTRIBUTIONS - Constructing Binomial Trees from Multiplied Implied Probability Distributions
Year of publication: |
1999
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Authors: | Brown, Gregory ; Toft, Klaus Bjerre |
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. 7.1999, 2, p. 83
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