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Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB

SIAM Review - United States
doi 10.1137/s0036144501393266
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Categories
Computational MathematicsApplied MathematicsTheoretical Computer Science
Date

January 1, 2002

Authors
Desmond J. Higham
Publisher

Society for Industrial & Applied Mathematics (SIAM)


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