haku: @indexterm OPTION VALUATION / yhteensä: 37
viite: 18 / 37
| Tekijä: | Klassen, T. R. |
| Otsikko: | Simple, fast, and flexible pricing of Asian options |
| Lehti: | Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 89-124 |
| Asiasana: | OPTIONS OPTION PRICES OPTION VALUATION FINANCIAL FORECASTING |
| Kieli: | eng |
| Tiivistelmä: | A modified binomial method, that provides a simple and unified framework for the valuation of various kinds of Asian options, is described. This approach can achieve any desired level of accuracy for convection- or diffusion-dominated regimes and for long or short maturities. |
SCIMA