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

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Submitted on : Tuesday, March 27, 2018 - 2:25:37 PM
Last modification on : Thursday, April 11, 2019 - 9:25:01 AM

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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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