PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (Q5483504)
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scientific article; zbMATH DE number 5045432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD |
scientific article; zbMATH DE number 5045432 |
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PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (English)
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14 August 2006
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American barrier options
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lattice methods
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interpolation
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