Option Pricing Using a Skew Random Walk Binary Tree
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Cited by:
- W. Brent Lindquist & Svetlozar T. Rachev, 2024. "Alternatives to classical option pricing," Papers 2403.17187, arXiv.org.
- W. Brent Lindquist & Svetlozar T. Rachev, 2025. "Alternatives to classical option pricing," Annals of Operations Research, Springer, vol. 346(1), pages 489-509, March.
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Keywords
option pricing; binary pricing tree; skew Brownian motion; complete markets;All these keywords.
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