Binomial Approximations for Barrier Options of Israeli Style (Q5198539)
From MaRDI portal
scientific article; zbMATH DE number 5936926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial Approximations for Barrier Options of Israeli Style |
scientific article; zbMATH DE number 5936926 |
Statements
Binomial Approximations for Barrier Options of Israeli Style (English)
0 references
8 August 2011
0 references
game (Israeli) barrier option
0 references
American option
0 references
Black-Scholes market model
0 references
binomial market model
0 references
