Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619)

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Fast binomial procedures for pricing Parisian/ParAsian options
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    Statements

    title
    Fast binomial procedures for pricing Parisian/ParAsian options (English)
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    author
    Marcellino Gaudenzi
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    Antonino Zanette
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    publication date
    10 October 2018
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    zbMATH Keywords
    Parisian options
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    ParAsian options
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    tree methods
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    binomial methods
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    combinatorial formulas
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    60H35
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    60C05
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    65M06
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    zbMATH DE Number
    6950388
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    OpenAlex ID
    W2240848992
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