"Variations of the Cox-Ross-Rubinstein model - conservative pricing strategies."

Marcus Wrede, Norbert Schmitz (2001)

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DOI: 10.1007/S001860100126

access: closed

type: Journal Article

metadata version: 2020-03-03

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Marcus Wrede, Norbert Schmitz:
Variations of the Cox-Ross-Rubinstein model - conservative pricing strategies. Math. Methods Oper. Res. 53(3): 505-515 (2001)

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