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On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice / Svindland, Gregor
derivatives / mathematical financeResource overview

On the lower arbitrage bound of American contingent claims

Paper2014

by Acciaio, Beatrice, Svindland, Gregor

Tags
derivativesmathematical financeoption pricing

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Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by paper.

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  1. The Binomial Model

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  2. Market Model and Risk-Neutral Valuation

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