American basket and spread option pricing by a simple binomial tree
Year of publication: |
2012
|
---|---|
Authors: | Borovkova, S. A. ; Permana, F. J. ; Weide, Hans van der |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 19.2012, 4, p. 29-38
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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