Fast accurate binomial pricing (Q1381489): Difference between revisions
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Revision as of 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast accurate binomial pricing |
scientific article |
Statements
Fast accurate binomial pricing (English)
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17 March 1998
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binomial pricing
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barrier option
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American option
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Brownian motion
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binomial lattice approach
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