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Search: subject:"Binomial algorithm"
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Decisions in economics and finance : a journal of applied mathematics
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International Journal of Financial Markets and Derivatives
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo
;
De Marchis, Roberto
;
Martire, Antonio L.
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
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2
Binomial bias in pricing and early exercising American put options
Goldenberg, David H.
- In:
International Journal of Financial Markets and Derivatives
1
(
2010
)
3
,
pp. 274-306
The
binomial
algorithm
(Cox and Rubinstein, 1985) is an accepted theoretically justifiable standard for measuring the …
Persistent link: https://www.econbiz.de/10008755240
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