Essays about: "recombinant tree"
Found 1 essay containing the words recombinant tree.
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1. Optimizing the Number of Time-steps Used in Option Pricing
University essay from Linköpings universitet/Institutionen för datavetenskapAbstract : Calculating the price of an option commonly uses numerical methods and can becomputationally heavy. In general, longer computations result in a more precisresult. As such, improving existing models or creating new models have been thefocus in the research field. READ MORE
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