A new sampling strategy willow tree method with application to path-dependent option pricing (Q5397423)
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scientific article; zbMATH DE number 6260376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new sampling strategy willow tree method with application to path-dependent option pricing |
scientific article; zbMATH DE number 6260376 |
Statements
A new sampling strategy willow tree method with application to path-dependent option pricing (English)
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20 February 2014
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American options
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applied mathematical finance
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derivatives pricing
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option pricing
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numerical methods for option pricing
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