The measure transformation of the binomial model and its application (Q3110780)
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scientific article; zbMATH DE number 6001339
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| default for all languages | No label defined |
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| English | The measure transformation of the binomial model and its application |
scientific article; zbMATH DE number 6001339 |
Statements
27 January 2012
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binomial tree model
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measure transformation
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derivatives pricing
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0.7726365327835083
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0.7596262693405151
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0.7459584474563599
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0.7289655804634094
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0.7276903986930847
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