On the no-arbitrage condition in option implied trees (Q2519099)
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scientific article; zbMATH DE number 5496945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the no-arbitrage condition in option implied trees |
scientific article; zbMATH DE number 5496945 |
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On the no-arbitrage condition in option implied trees (English)
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22 January 2009
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finance
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no-arbitrage condition
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binomial tree
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implied volatility
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calibration
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0.7409732937812805
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0.716124951839447
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0.7144906520843506
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0.7119215726852417
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0.7113198041915894
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