On the no-arbitrage condition in option implied trees.

Vittorio Moriggia Silvia Muzzioli Costanza Torricelli

Published in: Eur. J. Oper. Res. (2009)

Keyphrases

decision trees
sufficient conditions
tree structure
database
information retrieval
tree structures
data mining
expert systems
portfolio management
tree edit distance
neural network
image sequences
optimal solution
long term
tree construction
tree mining