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Decision tree and microsoft excel approach for option pricing model
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Decision tree and microsoft excel approach for option pricing model

John Lee and 焯然 張
Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes), Vol.3-4, pp.2683-2726
2024

Abstract

American option;Binomial option pricing model;Black-Scholes model;Call option;European options;Excel program;Excel VBA;n-Period OPM;One-period OPM;Put option;Synthetic option;Two-period OPM

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