Accuracy measures for American put option pricing algorithms
Year of publication: |
2009
|
---|---|
Authors: | Goldenberg, David H. |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 1.2009, 1, p. 5-40
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | accuracy measures | American put options | derivatives | early exercise boundaries | early exercise error | integral equation | put pricing algorithms | multiply iterated binomial | option pricing |
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