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โœ“pr_ch04_q005Calibrate binomial to lognormal
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 4 ยท Lognormal random variables. Risk-neutral pricing
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โœ“pr_ch05_q005Cox-Ross-Rubinstein with Taylor expansion
A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 5 ยท Taylor's formula. Taylor series
1700x0