The pricing of options on an interval binomial tree. An application to the DAX-index option market
| Year of publication: |
2005
|
|---|---|
| Authors: | Muzzioli, S. ; Torricelli, C. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 192-200
|
| Publisher: |
Elsevier |