The pricing of Bermudan-style options on correlated assets (Q1415631): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of Bermudan-style options on correlated assets |
scientific article |
Statements
The pricing of Bermudan-style options on correlated assets (English)
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9 December 2003
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Binomial approximation
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options
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