مرکز منطقه ای اطلاع رساني علوم و فناوري - The pricing of options on an interval binomial tree. An application to the DAX-index option market

Title of article :

The pricing of options on an interval binomial tree. An application to the DAX-index option market

Author/Authors :

S. Muzzioli، نويسنده , , C. Torricelli، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

192

To page :

200

Keywords :

Choquet pricing , Binomial model , Put–call parity , Pricing

Journal title :

European Journal of Operational Research

Serial Year :

2005

Journal title :

European Journal of Operational Research

Record number :

215361

Link To Document :