A lattice approach for pricing of multivariate contingent claims (Q1278204)
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scientific article; zbMATH DE number 1252834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lattice approach for pricing of multivariate contingent claims |
scientific article; zbMATH DE number 1252834 |
Statements
A lattice approach for pricing of multivariate contingent claims (English)
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22 February 1999
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finance
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contingent claims analysis
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asset valuation
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lattice (tree) methods
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