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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
JournalThe Journal of Derivatives
Volume19
Issue number4
DOIs
Publication statusPublished - 2012

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