scientific article; zbMATH DE number 897224
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Publication:4884622
zbMATH Open0849.90013MaRDI QIDQ4884622FDOQ4884622
Authors: Rajeeva L. Karandikar, Svetlozar T. Rachev
Publication date: 4 September 1996
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- Properties of multinomial lattices with cumulants for option pricing and hedging
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
- On the option pricing for a generalization of the binomial model
- Generalized multinomial CRR option pricing model and its Black-Scholes type limit.
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