Implied trinomial trees and their implementation with XploRe

DOI10.1007/BF03354608zbMath1039.91063MaRDI QIDQ1424653

Karel Komorád

Publication date: 16 March 2004

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

option pricingdiffusion processdiscrete approximationfinancial softwarevarying local volatility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Implied trinomial trees and their implementation with XploRe

Uses Software

• XploRe

Cites Work

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• Implied trinomial trees and their implementation with XploRe
• XploRe® - Application Guide

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