A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338)
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scientific article; zbMATH DE number 2195375
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS |
scientific article; zbMATH DE number 2195375 |
Statements
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (English)
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17 August 2005
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Bermuda option
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hedging strategy
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0.9118776
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0.89889014
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0.8963698
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0.89482915
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0.87672836
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0.8749876
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0.87265146
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0.8700799
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