Binomial Approximations for Barrier Options of Israeli Style (Q5198539): Difference between revisions
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Latest revision as of 23:40, 19 April 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)
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8 August 2011
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game (Israeli) barrier option
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American option
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Black-Scholes market model
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binomial market model
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