Binomial and trinomial tree methods in derivatives pricing / Ettienne van Wyk
Tree methods for the valuation of financial derivative securities represent a recognized and well-established pricing paradigm. It has formed part of the financial engineer's "toolbox" for close on 30 years. The tree approach is multi-dimensional though: there are for example, various...
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North-West University
2009
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| Online Access: | http://hdl.handle.net/10394/1269 |