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7 How Precise Are Price Distributions Predicted by IBT?
7.1 Implied Binomial Trees
7.1.1 The Derman and Kani (D & K) algorithm
7.1.2 Compensation
7.1.3 Barle and Cakici (B & C) algorithm
7.2 A Simulation and a Comparison of the SPDs
7.3 Example - Analysis of DAX data
Bibliography

 
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