Grafting Information in Scenario Trees Application to Option Prices

M. Schyns, Y. Crama, G. Hübner: the objective of this paper is to propose a coherent methodology which allows for the avoidance some of the pitfalls that are encountered when developing financial models.

Author(s) :

M. Schyns

University of Namur, Department of Business Administration and CeReFiM

Y. Crama

University of Liege, School of Business Administration

G. Hubner

University of Liege, School of Business AdministrationAssociate Professor, EDHEC Business School

Presentation :

Grafting Information in Scenario Trees Application to Option Prices...
(-1.00 B)
Type : Working paper
Date : le 01/01/2003
Extra information : For more information, please contact EDHEC Research and Development Department [ ]
Research Cluster : Finance

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