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Search: subject:"Leisen-Reimer trees"
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1
Efficient computation of option price sensitivities for options of American style
Wallner, Christian
;
Wystup, Uwe
-
Frankfurt School of Finance and Management
-
2004
various pricing methods and conclude with the recommendation to use
Leisen-Reimer
trees
. …
Persistent link: https://www.econbiz.de/10008676481
Saved in:
2
Efficient computation of option price sensitivities for options of American style
Wallner, Christian
;
Wystup, Uwe
-
2004
various pricing methods and conclude with the recommendation to use
Leisen-Reimer
trees
. …
Persistent link: https://www.econbiz.de/10010301711
Saved in:
3
Efficient computation of option price sensitivies for options of American style
Wallner, Christian
;
Wystup, Uwe
-
2004
various pricing methods and conclude with the recommendation to use
Leisen-Reimer
trees
. …
Persistent link: https://www.econbiz.de/10011293936
Saved in:
4
Efficient computation of option price sensitivies for options of American style
Wallner, Christian
;
Wystup, Uwe
-
2004
Persistent link: https://www.econbiz.de/10002463980
Saved in:
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