Johnson binomial trees (Q5300442): Difference between revisions

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Revision as of 01:31, 20 March 2024

scientific article; zbMATH DE number 6181854
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English
Johnson binomial trees
scientific article; zbMATH DE number 6181854

    Statements

    Johnson binomial trees (English)
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    27 June 2013
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    Edgeworth binomial tree
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    skewness
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    kurtosis
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    Johnson distribution
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    American option
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    jump diffusion
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    GARCH
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    Identifiers