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Publication:3110780
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zbMATH Open1240.91166MaRDI QIDQ3110780

Yuanlan He, Xiangdong Liu

Publication date: 27 January 2012



Title of this publication is not available (Why is that?)


zbMATH Keywords

derivatives pricingbinomial tree modelmeasure transformation


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Random measures (60G57)



Related Items (2)

Forests, cumulants, martingales ⋮ Decomposition and invariance of measures, and statistical transformation models






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