Generalized Cox-Ross-Rubinstein Binomial Models (Q3116096)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Cox-Ross-Rubinstein Binomial Models |
scientific article |
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Generalized Cox-Ross-Rubinstein Binomial Models (English)
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21 February 2012
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binomial model rate
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monotonic convergence
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barrier option
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smooth convergence
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