On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2011.05.041
+Normal rank
@@ Property / OpenAlex ID @@
+W2139441884
@@ Property / OpenAlex ID: W2139441884 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical methods for valuing path-dependent options using interpolation
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
+Normal rank
@@ Property / cites work @@
+Convergence of Binomial Tree Methods for European/American Path-Dependent Options
+Normal rank