Numerics of Implied Binomial Trees

DOI10.1007/978-3-540-69179-2_10MaRDI QIDQ3542257zbMATH OpenOpenAlexFDO

Authors Alena Myšičková, Wolfgang K. Härdle

Publication date 1 December 2008

Published in Applied Quantitative Finance (Search for Journal in Brave)

Full work available at URL http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2008-044.pdf

Mathematics Subject Classification ID

Portfolio theory (91G10) Numerical methods (including Monte Carlo methods) (91G60)

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