An efficient binomial method for pricing American options

DOI10.1007/S102030300000MaRDI QIDQ1397603zbMATH OpenOpenAlexFDO

Authors Marcellino Gaudenzi, Flavio Pressacco

Publication date 6 August 2003

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s102030300000

zbMATH Keywords

American put optionbinomial treestime-saving procedure

Mathematics Subject Classification ID

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