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James Redekop
Independent
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Scholarly Papers (1)
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1.
Functional of the Diffusion Path of a Two-State Markov-Chain Model for Option Pricing
Number of pages: 15
Posted: 27 Mar 2013
James Redekop and
Tony S. Wirjanto
Independent and University of Waterloo - School of Accounting and Finance
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Abstract:
Markov-chain, diffusion, volatility, density
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