scientific article; zbMATH DE number 1069633

MaRDI QIDQ4356598zbMATH OpenFDO

Authors Adriaan Joubert, L. C. G. Rogers

Publication date 1 November 1998

zbMATH Keywords

American optionpricing

Mathematics Subject Classification ID

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• The valuation of American barrier options using the decomposition technique
• American Option Valuation with Particle Filters
• Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB
• Can outstanding dividend payments be estimated by American options?

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