Pricing cliquet options by tree methods (Q545527)
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scientific article; zbMATH DE number 5911471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing cliquet options by tree methods |
scientific article; zbMATH DE number 5911471 |
Statements
Pricing cliquet options by tree methods (English)
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22 June 2011
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option pricing
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cliquet options
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tree methods
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singular points
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