Computationally simple lattice methods for option and bond pricing (Q1037392)
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scientific article; zbMATH DE number 5633340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally simple lattice methods for option and bond pricing |
scientific article; zbMATH DE number 5633340 |
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Computationally simple lattice methods for option and bond pricing (English)
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16 November 2009
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recombining lattices
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option pricing
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discrete-time models
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