A refined binomial lattice for pricing American Asian options (Q375476)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A refined binomial lattice for pricing American Asian options |
scientific article; zbMATH DE number 6221285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A refined binomial lattice for pricing American Asian options |
scientific article; zbMATH DE number 6221285 |
Statements
A refined binomial lattice for pricing American Asian options (English)
0 references
30 October 2013
0 references
American options
0 references
Asian options
0 references
path-dependent options
0 references
binomial model
0 references
stopping times
0 references
