Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271)
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scientific article; zbMATH DE number 5255863
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| English | Pricing of perpetual American and Bermudan options by binomial tree method |
scientific article; zbMATH DE number 5255863 |
Statements
Pricing of perpetual American and Bermudan options by binomial tree method (English)
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31 March 2008
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binomial tree method
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perpetual American option
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perpetual bermudan option
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optimal exercise boundary
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contraction mapping
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0.8671292662620544
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0.8458103537559509
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0.8291991949081421
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0.8236613869667053
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0.8129971027374268
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