The singular points binomial method for pricing American path-dependent options
| Year of publication: |
2010
|
|---|---|
| Authors: | Gaudenzi, Marcellino ; Zanette, Antonino ; Antonietta Lepellere, Maria |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2010, 1, p. 29-57
|