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Pricing Security Derivatives under the Forward Measure

Palavra-chave:

Security, forward, derivatives, binomial tree, and measure

O Criador:

Twarog, Marek B

Advisor:

Blais, Marcel Y.

Editor:

Worcester Polytechnic Institute

Data Criada:

2007-05-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences