A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (Q2484002)
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scientific article; zbMATH DE number 2190546
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A fast, accurate, and simple method for pricing European-Asian and saving-Asian options |
scientific article; zbMATH DE number 2190546 |
Statements
A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (English)
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2 August 2005
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approximation algorithm
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randomized algorithm
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binomial tree model
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0.88766605
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0.8860377
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0.8859875
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0.88434786
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0.8830885
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0.8820318
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0.8816002
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0.8811507
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