The singular points binomial method for pricing American path-dependent options (Q5411510)
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scientific article; zbMATH DE number 6287664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The singular points binomial method for pricing American path-dependent options |
scientific article; zbMATH DE number 6287664 |
Statements
The singular points binominal method for pricing American path-dependent options (English)
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23 April 2014
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option pricing
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American options
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Asian options
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lookback option
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tree methods
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0.815818190574646
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0.8103720545768738
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0.8037280440330505
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0.7952039241790771
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