Edgeworth binomial trees

Journal of Derivatives

Volumn 5, Issue 3, 1998, Pages 20-27

  Rubinstein, Mark ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040254730     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1998.407994     Document Type: Article

References (4)

1. Cox, J.C., S.A. Ross, and M. Rubinstein. "Option Pricing: A Simplified Approach." Journal of Financial Economics. 7, No. 3 (September 1979), pp. 229-263.
2. Jarrow, R., and A. Rudd. "Approximate Option Valuation for Arbitrary Stochastic Processes." Tournai of Financial Economics. 10, No. 3 (November 1982), pp. 347-369.
3. Johnson, N.L., S. Kotz, and N. Balakrishnan. Continuous Univariate Distributions, Volume 1, 2nd edition. New York: John Wiley & Sons, 1994.
4. Rubinstein, M. "Implied Binomial Trees." Journal of Finance. 49, No. 3 0uly 1994), pp. 771-818.