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The rate of convergence of the two-state lattice model for pricing vanilla options

Mark Joshi and Chun Fung Kwok
Year of publication:
2013
Authors: Joshi, Mark S. ; Kwok, Chun Fung
Publisher: Melbourne : Centre for Actuarial Studies, Fac. of Economics & Commerce, the Univ. of Melbourne
Subject: Optionspreistheorie | Option pricing theory
freely available
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