PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (Q5483504)
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scientific article; zbMATH DE number 5045432
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| English | PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD |
scientific article; zbMATH DE number 5045432 |
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PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (English)
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14 August 2006
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American barrier options
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lattice methods
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interpolation
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0.8481420874595642
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0.8478265404701233
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0.8390102982521057
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0.8384459018707275
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0.800845205783844
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