Binomial Approximations for Barrier Options of Israeli Style (Q5198539): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1296632 |
Changed an Item |
||
| Property / author | |||
| Property / author: Yuri Kifer / rank | |||
Normal rank | |||
Revision as of 16:35, 22 February 2024
scientific article; zbMATH DE number 5936926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial Approximations for Barrier Options of Israeli Style |
scientific article; zbMATH DE number 5936926 |
Statements
Binomial Approximations for Barrier Options of Israeli Style (English)
0 references
8 August 2011
0 references
game (Israeli) barrier option
0 references
American option
0 references
Black-Scholes market model
0 references
binomial market model
0 references
