Variations of the Cox-Ross-Rubinstein model - conservative pricing strategies
| Year of publication: |
2001
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|---|---|
| Authors: | Wrede, Marcus ; Schmitz, Norbert |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 53.2001, 3, p. 505
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