American basket and spread option pricing by a simple binomial tree

Journal article (2012)

Authors

SA Borovkova External organisation
FJ Permana External organisation
J.A.M. van der Weide Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
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Published Date

2012

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability