Asymptotics of the price oscillations of a European call option in a tree model
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Publication:4827314
DOI10.1111/j.0960-1627.2004.00192.xzbMath1124.91332OpenAlexW3121560553MaRDI QIDQ4827314
Publication date: 16 November 2004
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00192.x
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