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Pricing cliquet options by tree methods - MaRDI portal

Pricing cliquet options by tree methods (Q545527)

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scientific article; zbMATH DE number 5911471
Language Label Description Also known as
English
Pricing cliquet options by tree methods
scientific article; zbMATH DE number 5911471

    Statements

    title
    Pricing cliquet options by tree methods (English)
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    author
    Marcellino Gaudenzi
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    Antonino Zanette
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    publication date
    22 June 2011
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    zbMATH Keywords
    option pricing
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    cliquet options
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    tree methods
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    singular points
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    Identifiers

    zbMATH DE Number
    5911471
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    OpenAlex ID
    W2071324773
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