A moments and strike matching binomial algorithm for pricing American Put options
| Year of publication: |
2008
|
|---|---|
| Authors: | Jourdain, Benjamin ; Zanette, Antonino |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 31.2008, 1, p. 33-49
|
| Publisher: |
Springer |
| Subject: | Binary tree methods | Option pricing | Hedging | American Put options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005396193