The valuation of American barrier options using the decomposition technique
type: Item
instance of: scholarly article
title: The valuation of American barrier options using the decomposition technique
zbMATH Open document ID: 1032.91064
DOI: 10.1016/S0165-1889(99)00093-7
author: R. Smith
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 1521686
zbMATH Keywords: asset pricing
zbMATH Keywords: derivatives
zbMATH Keywords: American option
MaRDI profile type: Publication
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Wikidata QID: Q127813721
full work available at URL: s0165-1889(99)00093-7
OpenAlex ID: W3123612873
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1521686