An efficient binomial method for pricing American options
Year of publication: |
2003
|
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Authors: | Gaudenzi, Marcellino ; Pressacco, Flavio |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 26.2003, 1, p. 1-17
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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