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Börsengehandelte Termingeschäfte sind durch eine starke Standardisierung der Verträge geprägt, die sich auch auf das zu liefernde Basisinstrument erstreckt. Mit Auflegung eines Terminkontrakts werden die Wertpapiere benannt, die der Erfüllung des Geschäfts dienen können. Weicht deren...
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The binomial model has been used to price a wide variety of equity and interest rate options for more than two decades. Originally developed by Cox, Ross, and Rubinstein to clarify the basic pricing principle of its continuous-time counterpart with reduced mathematical requirements, the approach...
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In the past decades several versions of the binomial model for option pricing, originally introduced by Cox, Ross, and Rubinstein, have been discussed in the finance literature. Some of these approaches model an arbitrage-free market in the discrete setup whereas others attain this property only...
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