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

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Revision as of 00:54, 5 March 2024

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A recombining lattice option pricing model that relaxes the assumption of lognormality
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    A recombining lattice option pricing model that relaxes the assumption of lognormality (English)
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    26 January 2012
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    binomial trees
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    Gaussian quadrature
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    option pricing
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