University of California at Berkeley. Presidential address to the American Finance Association, January 1994, Boston, Massachusetts. I would like to give special thanks to Jack Hirshleifer, who while he has not commented specifically on this article, nonetheless as my mentor in my formative years, propelled me in its direction. William Keirstead, while he has been a Ph.D. student at Berkeley, has helped implement the nonlinear programming algorithms described in this article. I am also grateful for recent conversations with Hua He, John Hull, Hayne Leland, and Alan White, and earlier conversations with Ray Hawkins and David Shimko.
Implied Binomial Trees
Article first published online: 30 APR 2012
1994 The American Finance Association
The Journal of Finance
Volume 49, Issue 3, pages 771–818, July 1994
How to Cite
RUBINSTEIN, M. (1994), Implied Binomial Trees. The Journal of Finance, 49: 771–818. doi: 10.1111/j.1540-6261.1994.tb00079.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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