An improved combinatorial approach for pricing Parisian options (Q965783): Difference between revisions
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Revision as of 02:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved combinatorial approach for pricing Parisian options |
scientific article |
Statements
An improved combinatorial approach for pricing Parisian options (English)
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26 April 2010
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Parisian option
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option pricing
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binomial tree model
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combinatorial method
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