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Numerics of implied binomial trees
Härdle, Wolfgang (contributor);  … - 2008
Market option prices in last 20 years confirmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility. Implied binomial trees (IBT) models capture the variations of the implied volatility known as "volatility smile". They provide a discrete...
Persistent link: https://www.econbiz.de/10003727608
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Numerics of implied binomial trees
Härdle, Wolfgang; Mysicková, Alena - In: Applied quantitative finance, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003746028
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Eine Einführung in die numerische Gleichgewichtsanalyse
Böhringer, Christoph - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 119 - 142). 2003
Persistent link: https://www.econbiz.de/10014554666
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Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
Chakravarty, Sugato; Sarkar, Asani; Wu, Lifan - 1998
Persistent link: https://www.econbiz.de/10001516039
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Interdependenzen in der dynamischen Arbeitsnachfrage - eine Untersuchung mit Daten aus dem IAB-Betriebspanel
Kölling, Arnd; Steiner, Viktor - In: Panelanalysen zu Lohnstruktur, Qualifikation und …, (pp. 121-141). 1999
Persistent link: https://www.econbiz.de/10001518309
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Dynamische Aspekte in Markenwahlmodellen
Baumgartner, Bernhard - 2000
Persistent link: https://www.econbiz.de/10001455389
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International trade and environmental regulation : a dynamic perspective
Xu, Xinpeng - 1999
Persistent link: https://www.econbiz.de/10001422023
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A consistent approach to modelling dynamic factor demands
Hall, Stephen G.; Nixon, James - 1999
Persistent link: https://www.econbiz.de/10001428452
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The spot-forward relationship revisited : an ERM perspective
MacDonald, Ronald; Moore, Michael J. - 1997
Persistent link: https://www.econbiz.de/10000973756