A <i>q</i> -binomial extension of the CRR asset pricing model (Q6092930)
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scientific article; zbMATH DE number 7769908
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| default for all languages | No label defined |
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| English | A <i>q</i> -binomial extension of the CRR asset pricing model |
scientific article; zbMATH DE number 7769908 |
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A <i>q</i> -binomial extension of the CRR asset pricing model (English)
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23 November 2023
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continuous-time limit
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CRR model
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default with logistic failure rate
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Kemp random walk
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option pricing
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weak convergence
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\(q\)-binomial coefficients
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0.8045958280563354
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0.7774725556373596
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0.7756218314170837
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0.7696782946586609
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