On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988)
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scientific article; zbMATH DE number 5934928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing arithmetic average reset options with multiple reset dates in a lattice framework |
scientific article; zbMATH DE number 5934928 |
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On pricing arithmetic average reset options with multiple reset dates in a lattice framework (English)
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2 August 2011
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reset options
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binomial algorithms
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discrete time models
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