An efficient binomial method for pricing American options (Q1397603)
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scientific article; zbMATH DE number 1960708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient binomial method for pricing American options |
scientific article; zbMATH DE number 1960708 |
Statements
An efficient binomial method for pricing American options (English)
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6 August 2003
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American put option
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binomial trees
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time-saving procedure
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