Approximate option pricing (Q1818267): 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/10.1007/pl00009280 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005184690 / rank | |||
Normal rank | |||
Latest revision as of 08:47, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate option pricing |
scientific article |
Statements
Approximate option pricing (English)
0 references
3 September 2002
0 references
option pricing
0 references
computational complexity
0 references
binomial model
0 references
path-dependent options
0 references
Asian options
0 references
random walks
0 references
