The singular points binominal method for pricing American path-dependent options (Q5411510): Difference between revisions
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Latest revision as of 10:05, 30 July 2024
scientific article; zbMATH DE number 6287664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The singular points binominal method for pricing American path-dependent options |
scientific article; zbMATH DE number 6287664 |
Statements
The singular points binominal method for pricing American path-dependent options (English)
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23 April 2014
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option pricing
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American options
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Asian options
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lookback option
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tree methods
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