The Excel method of American put option pricing based on the control variable technique (Q2859693)
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scientific article; zbMATH DE number 6230121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Excel method of American put option pricing based on the control variable technique |
scientific article; zbMATH DE number 6230121 |
Statements
19 November 2013
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American put option
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control variate technique
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binomial model
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\texttt{Excel} method
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The Excel method of American put option pricing based on the control variable technique (English)
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