Calculating the American options in the default model (Q2371608)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Calculating the American options in the default model |
scientific article; zbMATH DE number 5169996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Calculating the American options in the default model |
scientific article; zbMATH DE number 5169996 |
Statements
Calculating the American options in the default model (English)
0 references
5 July 2007
0 references
binomial model
0 references
derivative security market
0 references
options
0 references
0 references
0.7899912595748901
0 references
0.7746632695198059
0 references
0.7682476043701172
0 references
0.7675446271896362
0 references