An efficient binomial tree method for cliquet options (Q2895902)
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scientific article; zbMATH DE number 6055391
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient binomial tree method for cliquet options |
scientific article; zbMATH DE number 6055391 |
Statements
13 July 2012
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binomial tree method
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option pricing
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cliquet options
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An efficient binomial tree method for cliquet options (English)
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0.9228808283805848
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0.7981217503547668
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0.7709001898765564
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0.7631109356880188
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