A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165): Difference between revisions

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+W2021295148
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+The Pricing of Options and Corporate Liabilities
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+A universal lattice
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+Option pricing: A simplified approach
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+A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
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+Option pricing when underlying stock returns are discontinuous
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+Discrete Approximations of Probability Distributions
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+Publication:660165