On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070)
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scientific article; zbMATH DE number 6049733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the binomial tree method and other issues in connection with pricing Bermudan and American options |
scientific article; zbMATH DE number 6049733 |
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On the binomial tree method and other issues in connection with pricing Bermudan and American options (English)
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25 June 2012
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bermudan option
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American option
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dynamic programming
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multivariate integration
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Richardson extrapolation
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exponential smoothing
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