The hexanomial lattice for pricing multi-asset options (Q272652): Difference between revisions

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Revision as of 19:34, 11 July 2024

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The hexanomial lattice for pricing multi-asset options
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    The hexanomial lattice for pricing multi-asset options (English)
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    20 April 2016
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    binomial lattice
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    trinomial lattice
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    hexanomial lattice
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    multi-asset option
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    barrier option
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    correlation
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