Constructing binomial trees from multiple implied probability distributions

Journal of Derivatives

Volumn 7, Issue 2, 1999, Pages 83-100

  Brown, Gregory ^a   Toft, Klaus Bjerre ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84975285402     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1999.319142     Document Type: Article

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