Pricing American-Style Derivatives with European Call Options (Q3115958): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2146557082 / rank | |||
Normal rank |
Latest revision as of 01:32, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing American-Style Derivatives with European Call Options |
scientific article |
Statements
Pricing American-Style Derivatives with European Call Options (English)
0 references
21 February 2012
0 references
American-style derivatives
0 references
American options
0 references
European options
0 references
dynamic programming
0 references