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 JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)29-38
JournalJournal of Derivatives
Volume19
Issue number4
DOIs
Publication statusPublished - 2012

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