IDEAS home Printed from https://ideas.repec.org/a/ake/repba1/y2013i12p45-72.html
   My bibliography  Save this article

Implicit binomial trees, higher order stochastic moments and options valuation

Author

Listed:
  • Milanesi, Gastón

    (Universidad Nacional del Sur)

  • Tohmé, Fernando

    (Universidad Nacional del Sur)

Abstract

No abstract is available for this item.

Suggested Citation

  • Milanesi, Gastón & Tohmé, Fernando, 2013. "Implicit binomial trees, higher order stochastic moments and options valuation," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires. Facultad de Ciencias Económicas., issue 12, pages 45-72, December.
    • Handle: RePEc:ake:repba1:y:2013:i:12:p:45-72
    as

    Download full text from publisher

    File URL: http://ojs.econ.uba.ar/index.php/REPBA/article/view/559/1027
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Implied binomial lattice; higher order stochastic moments; financial options; real options;
    All these keywords.

    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ake:repba1:y:2013:i:12:p:45-72. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: IIEP UBA-CONICET (email available below). General contact details of provider: https://edirc.repec.org/data/feubaar.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.