Evangelos Georgiadis

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

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Binomial Options Pricing Has No Closed-Form Solution

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 5 Posted: 11 Dec 2014
Evangelos Georgiadis
Massachusetts Institute of Technology (MIT)
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Abstract:

algorithmic finance, complexity, options, hypergeometric, closed form