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Dadun > Depósito Académico > Facultad de Económicas y Empresariales > Departamento de Economía > DA - Economía - Working Papers > DA - Economía - Working Papers 2006 >

Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density.
Authors: Bahsoun, W. (Wael)
Góra, P. (Pawel)
Mayoral, S. (Silvia)
Morales, M. (Manuel)
Keywords: Materias Investigacion::Economía y Empresa
Issue Date: 2007
Publisher: Wiley
ISSN: 1524-1904
Citation: Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel. Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density. Applied Stochastics models in Business and Industry, 2007, vol. 23 (3), pp. 181-212.
Permanent link: http://hdl.handle.net/10171/7088
Appears in Collections:DA - Economía - Working Papers 2006

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