The pricing of options on an interval binomial tree. An application to the DAX-index option market
Year of publication: |
2005
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Authors: | Muzzioli, S. ; Torricelli, C. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 192-200
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