The valuation of American barrier options using the decomposition technique (Q1583156): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:10, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The valuation of American barrier options using the decomposition technique |
scientific article |
Statements
The valuation of American barrier options using the decomposition technique (English)
0 references
26 October 2000
0 references
asset pricing
0 references
derivatives
0 references
American option
0 references