A New Trinomial Recombination Tree Algorithm and Its Applications
Computational Finance
2012-10-04 v1 Pricing of Securities
Authors:
Peter C. L. Lin
Abstract
A New Trinomial Recombination Tree Algorithm and Its Applications
Cite
@article{arxiv.1210.0968,
title = {A New Trinomial Recombination Tree Algorithm and Its Applications},
author = {Peter C. L. Lin},
journal= {arXiv preprint arXiv:1210.0968},
year = {2012}
}
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