scientific article; zbMATH DE number 1069618

MaRDI QIDQ4356580zbMATHFDO

Authors Mark Broadie, Jérôme Detemple

Publication date 1 November 1998

zbMATH Keywords

surveyEuropean optionsAmerican optionsmultiple assetsclosed-form pricesderivative securitybarrier and lookback optionsnumerical procedures for security pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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