The valuation of multivariate contingent claims under transformed trinomial approaches
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References listed on IDEAS
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More about this item
KeywordsTransformed-trinomial approaches; Multivariate contingent claims; Binary options; C52; G12;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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