Option pricing: A simplified approach (Q5455556)
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scientific article; zbMATH DE number 5258680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing: A simplified approach |
scientific article; zbMATH DE number 5258680 |
Statements
Option pricing: A simplified approach (English)
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3 April 2008
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binomial options pricing model
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numerical method
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valuation of options
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Cox-Ross-Rubinstein model
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CRR
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0.8248987197875977
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0.8214651942253113
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0.817168653011322
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