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The journal of derivatives : the official publication of the International Association of Financial Engineers
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American Basket and Spread Option Pricing by a Simple Binomial Tree
Borovkova, S A
;
Permana, F J
;
Van Der Weide, J A M
- In:
The journal of derivatives : the official publication …
19
(
2012
)
4
,
pp. 29-39
Persistent link: https://www.econbiz.de/10009985000
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