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Q5128373 - MaRDI portal

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scientific article; zbMATH DE number 7267415
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English
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scientific article; zbMATH DE number 7267415

    Statements

    author
    Wenxiu Gong
    0 references
    Zuo-liang Xu
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    publication date
    27 October 2020
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    zbMATH Keywords
    European options
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    trinomial tree
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    lookback option
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    GARCH model
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62M10
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    zbMATH DE Number
    7267415
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