Implied Trinomial Tress of the Volatility Smile
- 31 May 1996
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 3 (4) , 7-22
- https://doi.org/10.3905/jod.1996.407952
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Implied Binomial TreesThe Journal of Finance, 1994
- Simple Binomial Processes as Diffusion Approximations in Financial ModelsThe Review of Financial Studies, 1990
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973