A binomial model for pricing US-style average options with reset features
Massimo Costabile, Ivar Massabó and Emilio Russo
| Year of publication: |
2010
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|---|---|
| Authors: | Costabile, Massimo ; Massabó, Ivar ; Russo, Emilio |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 1.2010, 3, p. 258-273
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956327