The pricing of Bermudan-style options on correlated assets (Q1415631): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:06, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The pricing of Bermudan-style options on correlated assets |
scientific article |
Statements
The pricing of Bermudan-style options on correlated assets (English)
0 references
9 December 2003
0 references
Binomial approximation
0 references
options
0 references