A binomial model for pricing US-style average options with reset features
Year of publication: |
2010
|
---|---|
Authors: | Costabile, Massimo ; Massabo, Ivar ; Russo, Emilio |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 1.2010, 3, p. 258-273
|
Subject: | Optionspreistheorie | Option pricing theory |
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