Pricing American barrier options with discrete dividends by binomial trees (Q1037388): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10203-009-0089-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2024344819 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4793185 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing: A simplified approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4794126 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The singular points binominal method for pricing American path-dependent options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Efficient Pricing of Derivatives on Assets with Discrete Dividends / rank | |||
Normal rank | |||
Latest revision as of 03:56, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American barrier options with discrete dividends by binomial trees |
scientific article |
Statements
Pricing American barrier options with discrete dividends by binomial trees (English)
0 references
16 November 2009
0 references
American options
0 references
barrier options
0 references
tree methods
0 references
discrete dividends
0 references
singular points
0 references
