scientific article; zbMATH DE number 5499145

zbMATH Open1178.91203MaRDI QIDQ5506147

S. Persad

Publication date: 28 January 2009

Title of this publication is not available (Why is that?)

zbMATH Keywords

latticeswing optionscorrelated trinomial treeenergy optionspath-dependent option pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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