A dynamic programming approach to price installment options (Q2570163)
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scientific article; zbMATH DE number 2217987
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A dynamic programming approach to price installment options |
scientific article; zbMATH DE number 2217987 |
Statements
A dynamic programming approach to price installment options (English)
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26 October 2005
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Finance
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Dynamic programming
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Option pricing
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Installment option
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Installment warrant
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0.8410956859588623
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0.8320366144180298
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0.8279699087142944
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0.8196933269500732
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