An efficient binomial method for pricing American options
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Publication:1397603
DOI10.1007/S102030300000zbMath1040.91047OpenAlexW2072542119MaRDI QIDQ1397603
Marcellino Gaudenzi, Flavio Pressacco
Publication date: 6 August 2003
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s102030300000
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Pricing and simulation for real estate index options: radial basis point interpolation ⋮ Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method ⋮ Haar‐wavelet based approximation for pricing American options under linear complementarity formulations ⋮ Pricing European and American options by radial basis point interpolation ⋮ Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options ⋮ New insights on testing the efficiency of methods of pricing and hedging American options ⋮ A multi-dimensional local average lattice method for multi-asset models ⋮ A moments and strike matching binomial algorithm for pricing American put options ⋮ A new method for evaluating options based on multiquadric RBF-FD method ⋮ Pricing real estate index options by compactly supported radial-polynomial basis point interpolation ⋮ PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
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