Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638)
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scientific article; zbMATH DE number 6252522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncation and acceleration of the Tian tree for the pricing of American put options |
scientific article; zbMATH DE number 6252522 |
Statements
Truncation and acceleration of the Tian tree for the pricing of American put options (English)
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30 January 2014
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American options
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derivatives pricing
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trees
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truncations
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