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1 September 2015
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Cox-Ross-Rubinstein model
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CRR model
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binomial model
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Black-Scholes formula
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option prices
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convergence to the Black-Scholes formula
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pricing of European call options
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limit case of the binomial model of Cox-Ross-Rubinstein (CRR) model
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convergence of option prices in the CRR model to the Black-Scholes formula
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