Computationally simple lattice methods for option and bond pricing
Year of publication: |
2009
|
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Authors: | Costabile, Massimo ; Leccadito, Arturo ; Massabó, Ivar |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 32.2009, 2, p. 161-181
|
Subject: | Optionspreistheorie | Option pricing theory | Anleihe | Bond | USA | United States | Theorie | Theory |
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