Zimmermann, Heinz and Pirkner, Christian and Weigend, Andreas S.. (1999) Extracting risk-neutral densities from option prices using mixture binomial trees. In: Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, CIFEr 1999. New York, pp. 135-158.
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Official URL: http://edoc.unibas.ch/dok/A5251228
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| Faculties and Departments: | 06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Finanzmarkttheorie (Zimmermann) |
|---|---|
| UniBasel Contributors: | Zimmermann, Heinz |
| Item Type: | Conference or Workshop Item |
| Conference or workshop item Subtype: | Conference Paper |
| Publisher: | IEEE |
| Note: | Publication type according to Uni Basel Research Database: Conference paper |
| Last Modified: | 22 Mar 2012 14:28 |
| Deposited On: | 22 Mar 2012 14:01 |
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