Nonparametric predictive inference for American option pricing based on the binomial tree model (Q5079089)
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scientific article; zbMATH DE number 7532163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric predictive inference for American option pricing based on the binomial tree model |
scientific article; zbMATH DE number 7532163 |
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Nonparametric predictive inference for American option pricing based on the binomial tree model (English)
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25 May 2022
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American option
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Cox-Ross-Rubinstein binomial tree model
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imprecise probability
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nonparametric predictive inference
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