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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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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