Implied Binomial Trees

The Journal of Finance

Volumn 49, Issue 3, 1994, Pages 771-818

  RUBINSTEIN, MARK ^a  

^a NONE

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Indexed keywords

EID: 84993899427     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1994.tb00079.x     Document Type: Article

References (22)

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6. Riding on the smile
7. Market allocation under uncertainty
8. Pricing with a smile
9. On equilibrium asset price processes
10. Simple binomial processes as diffusion approximations in financial markets
11. Options and efficiency
12. The valuation of uncertain income streams and the pricing of options
13. Nonparametric tests of alternative option pricing models using all reported trades and quotes on the 30 most active CBOE option classes from August 23, 1976 through August 31, 1978
14. Guiding force
15. Breaking down the barriers
16. Bounds of Probability
17. The statistical mechanics of asset prices