New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2006.12.051 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2091415608 / rank | |||
Normal rank | |||
Revision as of 23:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New insights on testing the efficiency of methods of pricing and hedging American options |
scientific article |
Statements
New insights on testing the efficiency of methods of pricing and hedging American options (English)
0 references
18 October 2007
0 references
option pricing
0 references
hedging
0 references
American puts
0 references
tree methods
0 references
finite difference methods
0 references
American premium
0 references
