Path independence of exotic options and convergence of binomial approximations
Guillaume Leduc and Kenneth J. Palmer
| Year of publication: |
2019
|
|---|---|
| Authors: | Leduc, Guillaume ; Palmer, Kenneth J. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 2, p. 73-102
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| Subject: | Black-Scholes | barrier | lookback | binominal | path dependence | convergence | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Pfadabhängigkeit | Path dependence | Black-Scholes-Modell | Black-Scholes model | Wirtschaftliche Konvergenz | Economic convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2019.372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111264