An efficient binomial method for pricing American options (Q1397603)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient binomial method for pricing American options |
scientific article |
Statements
An efficient binomial method for pricing American options (English)
0 references
6 August 2003
0 references
American put option
0 references
binomial trees
0 references
time-saving procedure
0 references
