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Multiple Periods in the Binomial Option Pricing Model
https://doi.org/10.1142/9789812386489_0015Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Multiple Periods
The Binomial Formula and the Black Scholes Model
Early Exercise of Puts in the Binomial Model
Adjusting for Dividends in the Binomial Model
Implementing the binomial option formula
References
Problems
