THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (Q2929371)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS |
scientific article |
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THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (English)
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12 November 2014
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step double barrier options
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American options
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binomial method
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interpolation
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rate of convergence
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