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Lectures 70-71: Computationally simple trees duration 1 hour 42 minutes Lectures 70-71: Computationally simple trees Lectures 70-71: Computationally simple trees	Lectures 70-71: Computationally simple trees Building computationally simple trees: method of Nelson-Rawaswamy. Pricing of an option written on an exponential Ornstein-Uhlenbeck process: non-parallel and parallel MATLAB… computationally simple trees +5 More From Tiziano Vargiolu 12 plays 0
Lecture 3: binomial approximation duration 42 minutes 59 seconds Lecture 3: binomial approximation Lecture 3: binomial approximation	Lecture 3: binomial approximation Binomial random walk. Convergence in distribution to a Brownian motion binomial random walk +5 More From Tiziano Vargiolu 40 plays 0

Lectures 70-71: Computationally simple trees