A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
type: Item
instance of: scholarly article
title: A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
zbMATH Open document ID: 1127.91023
author: Gilles Pagès
author: Jacques Printems
author: Vlad Bally
published in: Mathematical Finance
publication date: 2005-08-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2195375
zbMATH Keywords: Bermuda option
zbMATH Keywords: hedging strategy
MaRDI profile type: Publication
full work available at URL: j.0960-1627.2005.00213.x
OpenAlex ID: W2087197119
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DOI: 10.1111/J.0960-1627.2005.00213.X
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description: scientific article; zbMATH DE number 2195375