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Approximate option pricing - MaRDI portal

Approximate option pricing (Q1818267)

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scientific article; zbMATH DE number 1383760
Language Label Description Also known as
English
Approximate option pricing
scientific article; zbMATH DE number 1383760

    Statements

    title
    Approximate option pricing (English)
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    author
    Yanyan Li
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    published in
    Algorithmica
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    publication date
    3 September 2002
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    zbMATH Keywords
    option pricing
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    computational complexity
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    binomial model
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    path-dependent options
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    Asian options
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    random walks
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    Identifiers

    DOI
    10.1007/PL00009280
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    zbMATH DE Number
    1383760
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    OpenAlex ID
    W2005184690
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