A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338)

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scientific article; zbMATH DE number 2195375
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A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
scientific article; zbMATH DE number 2195375

    Statements

    title
    A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (English)
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    author
    Gilles Pagès
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    Jacques Printems
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    Vlad Bally
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    publication date
    17 August 2005
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    zbMATH Keywords
    Bermuda option
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    hedging strategy
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    cites work
    Q3935745
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    Q4229805
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    Q3997782
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    Identifiers

    zbMATH DE Number
    2195375
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    OpenAlex ID
    W2087197119
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