A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165)
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scientific article; zbMATH DE number 6000243
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| English | A recombining lattice option pricing model that relaxes the assumption of lognormality |
scientific article; zbMATH DE number 6000243 |
Statements
A recombining lattice option pricing model that relaxes the assumption of lognormality (English)
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26 January 2012
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binomial trees
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Gaussian quadrature
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option pricing
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0.8062939643859863
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0.755049467086792
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0.7387065887451172
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0.7384613752365112
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