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

zbMATH Keywords

pathsbarriersParisian optionsbinomial treescounting formulas

Mathematics Subject Classification ID

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

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Cites Work

• scientific article; zbMATH DE number 1774199 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• 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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