An efficient binomial method for pricing American options (Q1397603): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s102030300000 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s102030300000 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2072542119 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S102030300000 / rank | |||
Normal rank | |||
Latest revision as of 19:23, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient binomial method for pricing American options |
scientific article |
Statements
An efficient binomial method for pricing American options (English)
0 references
6 August 2003
0 references
American put option
0 references
binomial trees
0 references
time-saving procedure
0 references
