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Title

Implementing Numerical Option Pricing Models
Authors

S. Benninga
R. Steinmetz
J. Stroughair
Journal / Anthology

The Mathematica Journal
Year: 1993
Volume: 3
Issue: 4
Page range: 66-73
Description

We develop routines in Mathematica for pricing various European and American options using the binary option model and Monte Carlo methods.
Subject

*Business and Economics
URL

http://www.mathematica-journal.com/issue/v3i4/