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

Recommendations

• An efficient binomial method for pricing American options
• A fast and highly accurate numerical method for the evaluation of American options.
• Exercise Regions And Efficient Valuation Of American Lookback Options
• scientific article; zbMATH DE number 1069621

Cited in

(5)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356598)