Approximate option pricing (Q1818267)
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scientific article; zbMATH DE number 1383760
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximate option pricing |
scientific article; zbMATH DE number 1383760 |
Statements
Approximate option pricing (English)
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3 September 2002
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option pricing
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computational complexity
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binomial model
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path-dependent options
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Asian options
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random walks
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0.8228052258491516
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0.8151572942733765
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0.8071228861808777
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0.8042793273925781
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