A recombining lattice option pricing model that relaxes the assumption of lognormality
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More about this item
KeywordsBinomial trees; Gaussian quadrature; Option pricing; C58; G13; Q14;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
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