An improved combinatorial approach for pricing Parisian options (Q965783)
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scientific article; zbMATH DE number 5701504
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An improved combinatorial approach for pricing Parisian options |
scientific article; zbMATH DE number 5701504 |
Statements
An improved combinatorial approach for pricing Parisian options (English)
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26 April 2010
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Parisian option
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option pricing
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binomial tree model
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combinatorial method
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0.9667948
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0.9128073
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0.9122254
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0.9026504
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0.8956896
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0.8927703
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0.89033484
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0.8881311
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