Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (Q1670205)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion |
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Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (English)
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5 September 2018
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binomial tree model
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option pricing
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geometric Brownian motion
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partial hedging
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