Johnson binomial trees (Q5300442)

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

    Statements

    title
    Johnson binomial trees (English)
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    publication date
    27 June 2013
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    zbMATH DE Number
    6181854
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    zbMATH Keywords
    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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    author
    Jean-Guy Simonato
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    OpenAlex ID
    W2101215386
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