A parsimonious model for generating arbitrage-free scenario trees

Published 2016 View Full Article

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Title
A parsimonious model for generating arbitrage-free scenario trees
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume 16, Issue 2, Pages 201-212
Publisher
Informa UK Limited
Online
2016-02-02
DOI
10.1080/14697688.2015.1114359
References
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