Items where Author is "Pirkner, Christian"
Jump to: Conference or Workshop Item Number of items: 1. Conference or Workshop ItemZimmermann, 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. |
