Chapman-Kolmogorov lattice method for derivatives pricing (Q505800)
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: Chapman-Kolmogorov lattice method for derivatives pricing |
scientific article; zbMATH DE number 6678376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chapman-Kolmogorov lattice method for derivatives pricing |
scientific article; zbMATH DE number 6678376 |
Statements
Chapman-Kolmogorov lattice method for derivatives pricing (English)
0 references
26 January 2017
0 references
derivatives pricing
0 references
lattice methods
0 references
Chapman-Kolmogorov equation
0 references
American options
0 references
interest rate derivatives
0 references
path-dependent derivatives
0 references
0 references
