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Korn–Kreer–Lenssen model
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The Korn-Kreer-Lenssen Model as an Alternative for Option Pricing
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Source URL: www.wilmott.com
Language: English
- Date: 2005-09-19 10:55:00
Finance
Korn–Kreer–Lenssen model
Black–Scholes
Risk-neutral measure
Forward contract
Binary option
Futures contract
Put option
Option style
Financial economics
Mathematical finance
Options
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