Čížek, Pavel (contributor); Komorád, Karel (contributor) - 2005
distributions in binomial trees. We introduce ITTs in several steps. We first review main concepts regarding option pricing (Section …**
* Department of Econometrics and Operations Research,
Universiteit van Tilburg, The Netherlands
** Komerční Banka, Praha, Czech … Republic
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http …