An efficient binomial method for pricing American options (Q1397603)

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An efficient binomial method for pricing American options
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    title
    An efficient binomial method for pricing American options (English)
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    DOI
    10.1007/s102030300000
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    author
    Marcellino Gaudenzi
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    Flavio Pressacco
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    publication date
    6 August 2003
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    zbMATH DE Number
    1960708
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    zbMATH Keywords
    American put option
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    binomial trees
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    time-saving procedure
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