A refined binomial lattice for pricing American Asian options (Q375476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A refined binomial lattice for pricing American Asian options |
scientific article |
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A refined binomial lattice for pricing American Asian options (English)
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30 October 2013
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American options
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Asian options
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path-dependent options
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binomial model
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stopping times
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