Constructing Optimal Samples from a Binomial Lattice (Q5286922)

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scientific article; zbMATH DE number 227535
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Constructing Optimal Samples from a Binomial Lattice
scientific article; zbMATH DE number 227535

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    Constructing Optimal Samples from a Binomial Lattice (English)
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    30 September 1993
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    lattice model
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    interest rates
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    mortgage-backed financing
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