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- W4206636128 abstract "Abstract Tree methods are among the most popular numerical methods to price financial derivatives. Mathematically speaking, they are easy to understand and do not require severe implementation skills to obtain algorithms to price financial derivatives. Tree methods basically consist in approximating the diffusion process modeling the underlying asset price by a discrete random walk. In this contribution, we provide a survey of tree methods for equity options, which focus on multiplicative binomial Cox–Ross–Rubinstein model." @default.
- W4206636128 created "2022-01-26" @default.
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- W4206636128 date "2010-02-26" @default.
- W4206636128 modified "2023-10-18" @default.
- W4206636128 title "Tree Methods" @default.
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- W4206636128 doi "https://doi.org/10.1002/9780470061602.eqf12017" @default.
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