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

Type: Working paper
Date: le 01/01/2003
Research Cluster : Finance

See Also

How to make LEGACY A PATH TO THE FUTURE: A CONVERSATION WITH DELPHINE ARNAULT, EXECUTIVE VICE PRESIDENT OF LOUIS VUITTON
News
- 18-01-2022
We discussed with Delphine Arnault, Executive Vice President of Louis Vuitton and EDHEC...
The fight against climate change central to the EDHEC-Coursera specialisation
News
- 18-01-2022
EDHEC Business School launched the “Climate Change and Sustainable Investing”...
Meet an Alumnus: prepared for a managerial role
News
- 18-01-2022
Laurent Benichou joined VeryChic, AccorHotels group’s online travel agency as Area...
« The Future of Finance » : EDHEC affirms its financial-sector leadership with an inaugural series of forward-looking, academic-value-added lectures
News
- 17-01-2022
EDHEC Business School plans to host a series of monthly lectures entitled “The Future...