Fast accurate binomial pricing (Q1381489)

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Fast accurate binomial pricing
scientific article

    Statements

    title
    Fast accurate binomial pricing (English)
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    author
    L. C. G. Rogers
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    E. J. Stapleton
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    publication date
    17 March 1998
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    zbMATH Keywords
    binomial pricing
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    barrier option
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    American option
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    Brownian motion
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    binomial lattice approach
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    Identifiers

    DOI
    10.1007/s007800050029
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    Mathematics Subject Classification ID
    91B28
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    60J65
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    60G50
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    zbMATH DE Number
    1129635
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    OpenAlex ID
    W1973225620
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