Assessment and propagation of input uncertainty in tree-based option pricing models (Q3077471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment and propagation of input uncertainty in tree-based option pricing models |
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Assessment and propagation of input uncertainty in tree-based option pricing models (English)
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22 February 2011
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Cox-Ross-Rubinstein model
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uncertainty propagation
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Bayesian statistics
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option pricing
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mixture models
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