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Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino; Zanette, Antonino - In: Decisions in Economics and Finance 32 (2009) 2, pp. 129-148
Persistent link: https://www.econbiz.de/10005015140
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A moments and strike matching binomial algorithm for pricing American Put options
Jourdain, Benjamin; Zanette, Antonino - In: Decisions in Economics and Finance 31 (2008) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10005396193
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A discrete-time algorithm for pricing double barrier options
Costabile, Massimo - In: Decisions in Economics and Finance 24 (2001) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10010818292
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Computationally simple lattice methods for option and bond pricing
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar - In: Decisions in Economics and Finance 32 (2009) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10005015141
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notes and comments: A discrete-time algorithmfor pricing double barrier options
Costabile, Massimo - In: Decisions in Economics and Finance 24 (2001) 1, pp. 49-59
Persistent link: https://www.econbiz.de/10005622544
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On pricing lookback options under the CEV process
Costabile, Massimo - In: Decisions in Economics and Finance 29 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10005622613