Statistical Tools for Finance and Insurance  
 

6 Implied Trinomial Trees
6.1 Option Pricing
6.2 Trees and Implied Trees
6.3 Implied Trinomial Trees
6.3.1 Basic Insight
6.3.2 State Space
6.3.3 Transition Probabilities
6.3.4 Possible Pitfalls
6.4 Examples
Bibliography

 
  electronic books