The singular points binominal method for pricing American path-dependent options (Q5411510)
From MaRDI portal
scientific article; zbMATH DE number 6287664
Language | Label | Description | Also known as |
---|---|---|---|
English | The singular points binominal method for pricing American path-dependent options |
scientific article; zbMATH DE number 6287664 |
Statements
The singular points binominal method for pricing American path-dependent options (English)
0 references
23 April 2014
0 references
option pricing
0 references
American options
0 references
Asian options
0 references
lookback option
0 references
tree methods
0 references