A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338)
From MaRDI portal
scientific article; zbMATH DE number 2195375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS |
scientific article; zbMATH DE number 2195375 |
Statements
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (English)
0 references
17 August 2005
0 references
Bermuda option
0 references
hedging strategy
0 references
