A moments and strike matching binomial algorithm for pricing American Put options

✍ Scribed by Jourdain, Benjamin ;Zanette, Antonino

• Publisher: Springer
• Year: 2007
• Weight: 294 KB
• Volume: 31
• Category: Article
• ISSN: 1127-1035
• DOI: 10.1007/s10203-007-0077-5