A moments and strike matching binomial algorithm for pricing American put options
type: Item
instance of: scholarly article
title: A moments and strike matching binomial algorithm for pricing American put options
zbMATH Open document ID: 1143.91019
author: Benjamin Jourdain
author: Antonino Zanette
published in: Decisions in Economics and Finance
publication date: 2008-09-04T00:00:00Z
full work available at URL: RR-5569.pdf
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 5320824
zbMATH Keywords: binary tree methods
zbMATH Keywords: option pricing
zbMATH Keywords: hedging
zbMATH Keywords: American put options
MaRDI profile type: Publication
OpenAlex ID: W1983945055
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DOI: 10.1007/S10203-007-0077-5
description: scientific article; zbMATH DE number 5320824