Valuation of derivative securities involving several assets using discrete time methods (Q919967)
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scientific article; zbMATH DE number 4162602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of derivative securities involving several assets using discrete time methods |
scientific article; zbMATH DE number 4162602 |
Statements
Valuation of derivative securities involving several assets using discrete time methods (English)
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1990
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option pricing
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multivariate contingent claims
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Black-Scholes model
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continuous time financial models
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Cox-Ross-Rubinstein binomial method
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continuous-time
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