Pricing on Trees Using New Risk-Free Rates.
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| Title: | Pricing on Trees Using New Risk-Free Rates. |
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| Authors: | Fusai, Gianluca1 gianluca.fusai@uniupo.it, Gambaro, Anna Maria2 annamaria.gambaro@uniupo.it |
| Source: | Journal of Derivatives. Fall2024, Vol. 32 Issue 1, p139-159. 21p. |
| Database: | Business Source Ultimate |
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