Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density.

Bahsoun, W. (Wael); Góra, P. (Pawel); Mayoral, S. (Silvia); Morales, M. (Manuel)

Authors:

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2007

Publisher:

Wiley

ISSN:

1524-1904

Citation:

Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel. Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density. Applied Stochastics models in Business and Industry, 2007, vol. 23 (3), pp. 181-212.

URI:

https://hdl.handle.net/10171/7088

Appears in Collections:

DA - Economía - Working Papers 2006

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