The Random-Time Binomial Model
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Bibliographic InfoPaper provided by EconWPA in its series Finance with number 9711005.
Length: 34 pages
Date of creation: 26 Nov 1997
Date of revision: 29 Nov 1998
Note: Type of Document - Postscript; pages: 34
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binomial model; option valuation; lattice-approach;
Find related papers by JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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