Option pricing: A simplified approach
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Publication:5455556
DOI10.1016/0304-405X(79)90015-1zbMath1131.91333WikidataQ56210585 ScholiaQ56210585MaRDI QIDQ5455556
John C. Cox, Stephen A. Ross, Mark Rubinstein
Publication date: 3 April 2008
Published in: Journal of Financial Economics (Search for Journal in Brave)
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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