Connecting discrete and continuous path-dependent options
Year of publication: |
1998-11-17
|
---|---|
Authors: | Glasserman, Paul ; Kou, S.G. ; Broadie, Mark |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 1, p. 55-82
|
Publisher: |
Springer |
Subject: | Barrier options | lookback options | continuity corrections | trinomial trees |
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