An efficient binomial method for pricing American options
type: Item
instance of: scholarly article
title: An efficient binomial method for pricing American options
zbMATH Open document ID: 1040.91047
author: Marcellino Gaudenzi
author: Flavio Pressacco
published in: Decisions in Economics and Finance
publication date: 2003-08-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1960708
zbMATH Keywords: American put option
zbMATH Keywords: binomial trees
zbMATH Keywords: time-saving procedure
MaRDI profile type: Publication
full work available at URL: s102030300000
OpenAlex ID: W2072542119
DOI: 10.1007/S102030300000
description: scientific article; zbMATH DE number 1960708