Binomial approximation methods for option pricing
Main Author: | Sherwani, Yasir |
---|---|
Format: | Others |
Language: | English |
Published: |
Uppsala universitet, Matematiska institutionen
2007
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120639 |
Similar Items
-
Option pricing in the binomial model
by: Vestman, Jasmine
Published: (2021) -
A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options
by: Wu, Hao
Published: (2009) -
The Least-Squares Method for American Option Pricing
by: Huang, Xuejun, et al.
Published: (2009) -
Monte Carlo Methods in American Put Option Pricing
by: Ahmady Phoulady, Hady
Published: (2011) -
Pricing Barrier Options using Monte Carlo Methods
by: Wang, Bing, et al.
Published: (2011)