Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349)
From MaRDI portal
scientific article; zbMATH DE number 5220044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density |
scientific article; zbMATH DE number 5220044 |
Statements
Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (English)
0 references
16 December 2007
0 references
implied binomial trees
0 references
random map
0 references
binomial model
0 references
Perron-Frobenius operator
0 references
