scientific article; zbMATH DE number 1069618

MaRDI QIDQ4356580zbMATH OpenFDO

Authors Mark Broadie, Jérôme Detemple

Publication date 1 November 1998

zbMATH Keywords

American optionsbarrier and lookback optionsclosed-form pricesderivative securityEuropean optionsmultiple assetsnumerical procedures for security pricingsurvey

Mathematics Subject Classification ID

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

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