DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS |
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DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (English)
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22 June 2005
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incomplete markets
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lattice models
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minimum mean square hedges
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dynamic programming
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network flow optimization
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