Lean Trees-A General Approach for Improving Performance of Lattice Models for Option Pricing
Year of publication: |
2004
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Authors: | Baule, Rainer ; Wilkens, Marco |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 7.2004, 1, p. 53
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