Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619)
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scientific article; zbMATH DE number 6950388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast binomial procedures for pricing Parisian/ParAsian options |
scientific article; zbMATH DE number 6950388 |
Statements
Fast binomial procedures for pricing Parisian/ParAsian options (English)
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10 October 2018
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Parisian options
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ParAsian options
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tree methods
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binomial methods
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combinatorial formulas
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