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A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments

Journal of Financial and Quantitative Analysis 1991 26(3), 309

Lenos Trigeorgis, A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 309-326

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A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments