Pricing cliquet options by tree methods
| Year of publication: |
2011
|
|---|---|
| Authors: | Gaudenzi, Marcellino ; Zanette, Antonino |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 1, p. 125-135
|
| Publisher: |
Springer |
| Subject: | Option pricing | Cliquet options | Tree methods | Singular points |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008925144