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). Springer Verlag.