Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
Pricing cliquet options by tree methods
Gaudenzi, Marcellino; Zanette, Antonino - In: Computational Management Science 8 (2011) 1, pp. 125-135
Persistent link: https://www.econbiz.de/10008925144
Cover Image
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino; Zanette, Antonino - In: Computational Management Science : CMS 14 (2017) 3, pp. 313-331
Persistent link: https://www.econbiz.de/10011710827