An efficient binomial method for pricing American options (Q1397603): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient binomial method for pricing American options |
scientific article |
Statements
An efficient binomial method for pricing American options (English)
0 references
6 August 2003
0 references
American put option
0 references
binomial trees
0 references
time-saving procedure
0 references
