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Binomial Option Pricing Biases and Inconsistent Implied Volatilities

✍ Scribed by Brent J. Lekvin; Ashish Tiwari

Book ID: 108559667
Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 447 KB
Volume: 7
Category: Article
ISSN: 1354-7798
DOI: 10.1111/1468-036x.00170

No coin nor oath required. For personal study only.

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