On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing arithmetic average reset options with multiple reset dates in a lattice framework |
scientific article |
Statements
On pricing arithmetic average reset options with multiple reset dates in a lattice framework (English)
0 references
2 August 2011
0 references
reset options
0 references
binomial algorithms
0 references
discrete time models
0 references
0 references
