"Non-arbitrage Pricing and Hedging Strategy for European Put Option Based ..."

Chen Lin, Yuntian Bao, Yunzhuang He (2021)

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DOI: 10.1145/3507485.3507499

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-08

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Chen Lin, Yuntian Bao, Yunzhuang He:
Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model. ICSEB 2021: 81-85

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