scientific article; zbMATH DE number 1069618
From MaRDI portal
zbMath0898.90029MaRDI QIDQ4356580
Mark N. Broadie, Jérôme B. Detemple
Publication date: 1 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
surveyAmerican optionsEuropean optionsmultiple assetsclosed-form pricesderivative securitybarrier and lookback optionsnumerical procedures for security pricing
Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20)
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