An efficient binomial method for pricing American options (Q1397603)

From MaRDI portal
Revision as of 15:59, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
An efficient binomial method for pricing American options
scientific article

    Statements

    title
    An efficient binomial method for pricing American options (English)
    0 references
    author
    Marcellino Gaudenzi
    0 references
    Flavio Pressacco
    0 references
    publication date
    6 August 2003
    0 references
    zbMATH Keywords
    American put option
    0 references
    binomial trees
    0 references
    time-saving procedure
    0 references

    Identifiers

    DOI
    10.1007/s102030300000
    0 references
    zbMATH DE Number
    1960708
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1397603&oldid=13555330"
    Powered by MediaWiki