Efficient option valuation using trees
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DOI: 10.1080/13504860210146711
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References listed on IDEAS
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"Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 13, pages 277-305,
World Scientific Publishing Co. Pte. Ltd..
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- Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
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Keywords
Option Pricing; Discrete-TIME Approximations; Non-RECOMBINING Trees;All these keywords.
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