The binomial interpolated lattice method for step double barrier options
Elisa Appolloni; Marcellino Gaudenzi and Antonino Zanette
| Year of publication: |
2014
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|---|---|
| Authors: | Appolloni, Elisa ; Gaudenzi, Marcellino ; Zanette, Antonino |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 6, p. 1-26
|
| Subject: | Step double barrier options | American options | binomial method | interpolation | rate of convergence | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010438537