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Pricing of perpetual American and Bermudan options by binomial tree method

✍ Scribed by Jianwei Lin; Jin Liang

Book ID: 107376018
Publisher: Higher Education Press and Springer
Year: 2007
Tongue: English
Weight: 526 KB
Volume: 2
Category: Article
ISSN: 1673-3452
DOI: 10.1007/s11464-007-0017-2

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