Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619)
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scientific article; zbMATH DE number 6950388
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| default for all languages | No label defined |
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| English | Fast binomial procedures for pricing Parisian/ParAsian options |
scientific article; zbMATH DE number 6950388 |
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Fast binomial procedures for pricing Parisian/ParAsian options (English)
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10 October 2018
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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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0.871231734752655
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0.8536893129348755
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0.8368577361106873
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0.8019996285438538
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0.7995336651802063
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