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Julius Taehoon Kim

Independent

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Scholarly Papers (1)

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Generalized Multinomial Lattice Method for One-Factor Models

Number of pages: 31 Posted: 12 Jan 2013 Last Revised: 15 May 2013
Julius Taehoon Kim
Independent
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Abstract:

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multinomial, lattice, tree, trinomial, heptanomial, numerical approximation, financial modeling