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Calculating the American options in the default model - MaRDI portal

Calculating the American options in the default model (Q2371608)

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Calculating the American options in the default model
scientific article

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    title
    Calculating the American options in the default model (English)
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    publication date
    5 July 2007
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    zbMATH DE Number
    5169996
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    zbMATH Keywords
    binomial model
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    derivative security market
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    options
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    author
    Roman V. Ivanov
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    OpenAlex ID
    W2018707852
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