Implied Binomial Trees from the Historical Distribution

نویسندگان

  • Nusret Cakici
  • Kevin R. Foster
چکیده

* We are grateful for helpful comments from Salih Neftci. The comments of an anonymous referee were enormously beneficial. We are grateful for support from the Schweger Fund. Remaining errors are our own.

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تاریخ انتشار 2001