On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q282253 |
||
Property / author | |||
Property / author: Ivar Massabò / rank | |||
Revision as of 16:11, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On pricing arithmetic average reset options with multiple reset dates in a lattice framework |
scientific article |
Statements
On pricing arithmetic average reset options with multiple reset dates in a lattice framework (English)
0 references
2 August 2011
0 references
reset options
0 references
binomial algorithms
0 references
discrete time models
0 references