One-state variable binomial models for European-/American-style geometric Asian options (Q4647271): 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/10.1088/1469-7688/3/4/305 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124351624 / rank | |||
Normal rank | |||
Latest revision as of 23:41, 19 March 2024
scientific article; zbMATH DE number 7001605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-state variable binomial models for European-/American-style geometric Asian options |
scientific article; zbMATH DE number 7001605 |
Statements
One-state variable binomial models for European-/American-style geometric Asian options (English)
0 references
14 January 2019
0 references
European-style geometric Asian options
0 references
American-style geometric Asian options
0 references
variable binomial models
0 references
