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An alternative lattice algorithm for option pricing |
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| Authors: | LIU Shu-ing LIU Yu-chung |
| Affiliation: | [1]Department of Finance, Shih Hsin University, Taipei 11604, Taiwan [2]Department of Mathematics, National Taiwan University, Taipei 10617, Taiwan |
| Abstract: | lattice model intrinsic expected value vulnerable options |
| Keywords: | lattice model intrinsic expected value vulnerable options |
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