Original language | English |
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Pages (from-to) | 29-38 |
Journal | Journal of Derivatives |
Volume | 19 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2012 |
American Basket and Spread Option Pricing by a Simple Binomial Tree
S.A. Borovkova, F.J. Permana, J.A.M. Weide
Research output: Contribution to Journal › Article › Academic › peer-review