Counting paths on a chessboard with a barrier

DOI10.1016/J.NAHS.2009.11.001zbMATH Open1227.05039OpenAlexW2071115826MaRDI QIDQ708097FDOQ708097

Authors: Marcellino Gaudenzi 

Publication date: 11 October 2010

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2009.11.001

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zbMATH Keywords

pathsbarriersParisian optionsbinomial treescounting formulas

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Exact enumeration problems, generating functions (05A15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD

Cited In (2)

• Fast binomial procedures for pricing Parisian/ParAsian options
• Wazir Circuits on an Obstructed Chessboard

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