PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (Q5483504)

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scientific article; zbMATH DE number 5045432
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English
PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
scientific article; zbMATH DE number 5045432

    Statements

    title
    PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (English)
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    publication date
    14 August 2006
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    zbMATH Keywords
    American barrier options
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    lattice methods
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    interpolation
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    Identifiers

    zbMATH DE Number
    5045432
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