Approximating equity volatility
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References listed on IDEAS
- Jens Carsten Jackwerth., 1996. "Generalized Binomial Trees," Research Program in Finance Working Papers RPF-264, University of California at Berkeley.
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More about this item
KeywordsBlack-Scholes model; derivative pricing; volatility.;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-05 (All new papers)
- NEP-FIN-2006-02-05 (Finance)
- NEP-FMK-2006-02-05 (Financial Markets)
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