An improved combinatorial approach for pricing Parisian options (Q965783): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:15, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved combinatorial approach for pricing Parisian options |
scientific article |
Statements
An improved combinatorial approach for pricing Parisian options (English)
0 references
26 April 2010
0 references
Parisian option
0 references
option pricing
0 references
binomial tree model
0 references
combinatorial method
0 references
