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A dynamic programming approach to price installment options - MaRDI portal

A dynamic programming approach to price installment options (Q2570163)

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A dynamic programming approach to price installment options
scientific article

    Statements

    title
    A dynamic programming approach to price installment options (English)
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    author
    Hatem Ben-Ameur
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    Michèle Breton
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    Pascal François
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    publication date
    26 October 2005
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    zbMATH DE Number
    2217987
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    zbMATH Keywords
    Finance
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    Dynamic programming
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    Option pricing
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    Installment option
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    Installment warrant
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    OpenAlex ID
    W2015378169
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