✦ LIBER ✦

On the binomial tree method and other issues in connection with pricing Bermudan and American options

✍ Scribed by Prékopa, András; Szántai, Tamás

Book ID: 118743156
Publisher: Taylor and Francis Group
Year: 2012
Tongue: English
Weight: 201 KB
Volume: 12
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2011.649605

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing of perpetual American and Bermud

Pricing of perpetual American and Bermudan options by binomial tree method

✍ Jianwei Lin; Jin Liang 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 526 KB

On the analytical/numerical pricing of A

On the analytical/numerical pricing of American put options against binomial tree prices

✍ Joshi, Mark; Staunton, Mike 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 192 KB

Convergence of the Binomial Tree Method

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

✍ Qian, Xiao-song; Xu, Cheng-long; Jiang, Li-shang; Bian, Bao-jun 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 190 KB

MAGNA CARTAThe Great CharterPreamble

📂 Fiction 🌐 English ⚖ 11 KB 👁 18 views