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zbMath1340.91135MaRDI QIDQ3462960

Xiaoyue Li, Xuerong Mao

Publication date: 15 January 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulations binomial distribution option value CRR model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Uses Software

Unnamed Item

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