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Many types of-so called exotic options are now popular items in the over-the-counter market and they must be priced using approximation methods. Standard lattice techniques based on binomial and trinomial trees are a powerful and flexible tool for pricing di¤erent types of options. They will...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/18775 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |