Fast accurate binomial pricing (Q1381489)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fast accurate binomial pricing
scientific article

    Statements

    title
    Fast accurate binomial pricing (English)
    0 references
    DOI
    10.1007/s007800050029
    0 references
    author
    L. C. G. Rogers
    0 references
    E. J. Stapleton
    0 references
    publication date
    17 March 1998
    0 references
    Mathematics Subject Classification ID
    91B28
    0 references
    60J65
    0 references
    60G50
    0 references
    zbMATH DE Number
    1129635
    0 references
    zbMATH Keywords
    binomial pricing
    0 references
    barrier option
    0 references
    American option
    0 references
    Brownian motion
    0 references
    binomial lattice approach
    0 references
    OpenAlex ID
    W1973225620
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1381489&oldid=31421858"
    Powered by MediaWiki