Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models

Henryk Gzyl German Molina Enrique ter Horst Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models http://arxiv.org/abs/0704.1768 2007 CoRR abs/0704.1768 db/journals/corr/corr0704.html#abs-0704-1768 informal publication informal publication