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7 How Precise Are Price Distributions Predicted by IBT?
7.1 Implied Binomial Trees
7.2 A Simulation and a Comparison of the SPDs
7.2.1 Simulation using Derman and Kani algorithm
7.2.2 Simulation using Barle and Cakici algorithm
7.2.3 Comparison with Monte-Carlo Simulation
7.3 Example - Analysis of DAX data
Bibliography

 
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