Implicit binomial trees, higher order stochastic moments and options valuation

Gastón Milanesi () and Fernando Tohmé
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Gastón Milanesi: Universidad Nacional del Sur

Revista de Economía Política de Buenos Aires, 2013, issue 12, 45-72

Keywords: Implied binomial lattice; higher order stochastic moments; financial options; real options (search for similar items in EconPapers)
JEL-codes: C16 C44 G13 G31 (search for similar items in EconPapers)
Date: 2013
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