Calculating the American options in the default model (Q2371608)
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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)
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5 July 2007
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binomial model
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derivative security market
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options
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0.7899912595748901
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0.7746632695198059
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0.7682476043701172
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0.7675446271896362
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