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Simple Binomial Processes as Diffusion Approximations in Financial Models

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2001Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments172 cited
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1996Implied Trinomial Tress of the Volatility Smile142 cited
1995Testing Continuous-Time Models of the Spot Interest Rate138 cited
1995Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics132 cited