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- W1534685869 abstract "We consider multidimensional tree-based models of arbitrage-free and path-independent security markets. We assume that no riskless investment exists. Contingent claims pricing and hedging problems in such a market are studied." @default.
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- W1534685869 date "1999-01-01" @default.
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- W1534685869 title "Security price modelling by a binomial tree" @default.
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- W1534685869 doi "https://doi.org/10.4064/am-26-3-253-266" @default.
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