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    Developing Efficient Option Pricing Algorithms by Combinatorial Techniques
    14 years 1 months ago
    Developing Efficient Option Pricing Algorithms by Combinatorial Techniques
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    How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
    Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
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