The pricing of options on an interval binomial tree. An application to the DAX-index option market (Q704078)
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scientific article; zbMATH DE number 2127033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of options on an interval binomial tree. An application to the DAX-index option market |
scientific article; zbMATH DE number 2127033 |
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The pricing of options on an interval binomial tree. An application to the DAX-index option market (English)
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12 January 2005
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pricing
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binomial model
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put-call parity
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Choquet pricing
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