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An efficient parallel implementation of a lattice pricing model - MaRDI portal

An efficient parallel implementation of a lattice pricing model

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Publication:2715558

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zbMATH Open0973.91051MaRDI QIDQ2715558

Soren S. Nielsen

Publication date: 20 June 2001

zbMATH Keywords

default risk trinomial lattice two-factor model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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