Calibrating the Black-Derman-Toy model: some theoretical results
Year of publication: |
2001
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Authors: | Boyle, Phelim P. ; Tan, Ken Seng ; Tian, Weidong |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 8.2001, 1, p. 27-48
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