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

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