scientific article

DOI10.3969/J.ISSN.1003-2483.2012.03.01zbMath1289.91168MaRDI QIDQ2859693

Lisha Guo, Junhao Hu, Ling Hui Jin

Publication date: 19 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

binomial modelAmerican put optioncontrol variate technique\texttt{Excel} method

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Uses Software

• Excel

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