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scientific article; zbMATH DE number 6311814

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Publication:4981056
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zbMATH Open1299.91143MaRDI QIDQ4981056

Zengyuan Zhang, Peiluan Li

Publication date: 30 June 2014



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


zbMATH Keywords

financial derivativesCRR modeltwo binomial tree model


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)



Related Items (5)

Derivatives pricing with market impact and limit order book ⋮ Pricing financial derivatives by a minimizing method ⋮ Pricing of derivatives on mean-reverting assets ⋮ PRICING DERIVATIVES IN HERMITE MARKETS ⋮ Derivative pricing based on local utility maximization






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