2003•Decisions in Economics and FinanceRequires access

An efficient binomial method for pricing�American options

Marcellino Gaudenzi, Flavio Pressacco

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Key concepts: Binomial options pricing model, Binomial (polynomial), Interpolation (computer graphics), Econometrics, Computer science, Trinomial tree, Binomial distribution, Valuation of options

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An efficient binomial method for pricing�American options — Research Paper | ScholarLens