Markovian black and scholes (Q5424696)
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scientific article; zbMATH DE number 5208777
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markovian black and scholes |
scientific article; zbMATH DE number 5208777 |
Statements
Markovian black and scholes (English)
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5 November 2007
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Markov chain
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call option
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binomial model
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