Implied trinomial trees

P. Cizek, K. Komorad

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationStatistical Tools for Finance and Insurance
EditorsP. Cizek, W. Haerdle, R. Weron
Place of PublicationBerlin
PublisherSpringer Verlag
Pages137-162
Number of pages523
ISBN (Print)3540221891
Publication statusPublished - 2005

Cite this

Cizek, P., & Komorad, K. (2005). Implied trinomial trees. In P. Cizek, W. Haerdle, & R. Weron (Eds.), Statistical Tools for Finance and Insurance (pp. 137-162). Berlin: Springer Verlag.
Cizek, P. ; Komorad, K. / Implied trinomial trees. Statistical Tools for Finance and Insurance. editor / P. Cizek ; W. Haerdle ; R. Weron. Berlin : Springer Verlag, 2005. pp. 137-162
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Cizek, P & Komorad, K 2005, Implied trinomial trees. in P Cizek, W Haerdle & R Weron (eds), Statistical Tools for Finance and Insurance. Springer Verlag, Berlin, pp. 137-162.

Implied trinomial trees. / Cizek, P.; Komorad, K.

Statistical Tools for Finance and Insurance. ed. / P. Cizek; W. Haerdle; R. Weron. Berlin : Springer Verlag, 2005. p. 137-162.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

TY - CHAP

T1 - Implied trinomial trees

AU - Cizek, P.

AU - Komorad, K.

N1 - Pagination: 523

PY - 2005

Y1 - 2005

M3 - Chapter

SN - 3540221891

SP - 137

EP - 162

BT - Statistical Tools for Finance and Insurance

A2 - Cizek, P.

A2 - Haerdle, W.

A2 - Weron, R.

PB - Springer Verlag

CY - Berlin

ER -

Cizek P, Komorad K. Implied trinomial trees. In Cizek P, Haerdle W, Weron R, editors, Statistical Tools for Finance and Insurance. Berlin: Springer Verlag. 2005. p. 137-162