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Efficient option valuation using trees 

Authors: David C. Heath; Stefano Herzel

DOI: 10.1080/13504860210146711

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 9, Issue 3 September 2002 , pages 163 - 178

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 14

Formats available: PDF (English)

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