Approximate option pricing (Q1818267): Difference between revisions

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Revision as of 04:48, 5 March 2024

scientific article
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Approximate option pricing
scientific article

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    Approximate option pricing (English)
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    3 September 2002
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    option pricing
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    computational complexity
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    binomial model
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    path-dependent options
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    Asian options
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    random walks
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