Constructing Binomial Trees From Multiple Implied...

The Journal of Derivatives 1999 / 01 Vol. 7; Iss. 2

Constructing Binomial Trees From Multiple Implied Probability Distributions

Brown, Gregory, Toft, Klaus Bjerre
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Volume:
7
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1999.319142
Date:
January, 1999
File:
PDF, 219 KB
english, 1999
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