A moments and strike matching binomial algorithm for pricing American put options (Q940997)
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scientific article; zbMATH DE number 5320824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moments and strike matching binomial algorithm for pricing American put options |
scientific article; zbMATH DE number 5320824 |
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A moments and strike matching binomial algorithm for pricing American put options (English)
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4 September 2008
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binary tree methods
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option pricing
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hedging
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American put options
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