Chapman-Kolmogorov lattice method for derivatives pricing (Q505800)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chapman-Kolmogorov lattice method for derivatives pricing |
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Chapman-Kolmogorov lattice method for derivatives pricing (English)
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26 January 2017
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derivatives pricing
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lattice methods
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Chapman-Kolmogorov equation
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American options
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interest rate derivatives
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path-dependent derivatives
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