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How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach

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https://hal.archives-ouvertes.fr/hal-01744507
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Submitted on : Tuesday, March 27, 2018 - 2:25:37 PM
Last modification on : Tuesday, April 12, 2022 - 4:12:03 PM

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yann Braouezec. How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. Finance Research Letters, Elsevier, 2017, 21, pp.92 - 99. ⟨10.1016/j.frl.2016.11.001⟩. ⟨hal-01744507⟩

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