The method of binary tree about financial derivatives

MaRDI QIDQ3609611zbMATH OpenFDO

Authors Quan Gan, Feng Dai

Publication date 6 March 2009

zbMATH Keywords

fundamental solutionhedging (binary tree)spot exchange rate

Mathematics Subject Classification ID

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Cited in

(3)

• Mathematical model for pricing a class of triggered exchange rate option
• HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
• Research on Delibao ``Huancheng financing product series issued by bank of communications

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