An accurate binomial model for pricing American Asian option (Q890640)
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scientific article; zbMATH DE number 6506963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An accurate binomial model for pricing American Asian option |
scientific article; zbMATH DE number 6506963 |
Statements
An accurate binomial model for pricing American Asian option (English)
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10 November 2015
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Asian option
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binomial tree
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option pricing
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0.92684513
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0.9207486
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0.90250045
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0.8967253
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0.8960099
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0.8864128
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0.8853431
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