The Excel method of American put option pricing based on the control variable technique (Q2859693)
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scientific article; zbMATH DE number 6230121
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| English | The Excel method of American put option pricing based on the control variable technique |
scientific article; zbMATH DE number 6230121 |
Statements
19 November 2013
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American put option
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control variate technique
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binomial model
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\texttt{Excel} method
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The Excel method of American put option pricing based on the control variable technique (English)
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0.7638659477233887
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0.7395604848861694
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0.7369096875190735
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0.7319805026054382
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0.7318345308303833
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