Arbeitspapier
How precise are price distributions predicted by implied binomial trees?
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 2002,1
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Härdle, Wolfgang
Zheng, Jun
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
2002
- Handle
- URN
-
urn:nbn:de:kobv:11-10048451
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Härdle, Wolfgang
- Zheng, Jun
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 2002
Other Objects (12)
How Precise Are Price Distributions Predicted by Implied Binomial Trees?
Implied Correlation Smile
Application of Smoothing Techniques to Implied Volatility
Joint Dynamics of Implied Volatility of Liquid DAX Components
Implied volatility string dynamics
The analysis of implied volatilities
Implementation of DynamicSemiparametric Factor Model forImplied Volatilities
Dynamics of state price densities
Numerics of Implied Binomial Trees
Numerics of implied binomial trees
Testing Monotonicity of Pricing Kernels
De copulis non est disputandum
How Precise Are Price Distributions Predicted by Implied Binomial Trees?
Implied Correlation Smile
Application of Smoothing Techniques to Implied Volatility
Joint Dynamics of Implied Volatility of Liquid DAX Components
Implied volatility string dynamics
The analysis of implied volatilities
Implementation of DynamicSemiparametric Factor Model forImplied Volatilities
Dynamics of state price densities
Numerics of Implied Binomial Trees
Numerics of implied binomial trees
Testing Monotonicity of Pricing Kernels
De copulis non est disputandum
How Precise Are Price Distributions Predicted by Implied Binomial Trees?
Implied Correlation Smile
Application of Smoothing Techniques to Implied Volatility
Joint Dynamics of Implied Volatility of Liquid DAX Components
Implied volatility string dynamics
The analysis of implied volatilities
Implementation of DynamicSemiparametric Factor Model forImplied Volatilities
Dynamics of state price densities
Numerics of Implied Binomial Trees
Numerics of implied binomial trees
Testing Monotonicity of Pricing Kernels