A recombining lattice option pricing model that relaxes the assumption of lognormality
| Year of publication: |
2011
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|---|---|
| Authors: | Ji, Dasheng ; Brorsen, B. Wade |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 14.2011, 3, p. 349-368
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