A moments and strike matching binomial algorithm for pricing American put options (Q940997)
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scientific article; zbMATH DE number 5320824
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A moments and strike matching binomial algorithm for pricing American put options |
scientific article; zbMATH DE number 5320824 |
Statements
A moments and strike matching binomial algorithm for pricing American put options (English)
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4 September 2008
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binary tree methods
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option pricing
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hedging
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American put options
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0.8232376575469971
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0.7827637791633606
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0.7780488133430481
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0.776716947555542
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0.7758504748344421
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