Title of article
New insights on testing the efficiency of methods of pricing and hedging American options
Author/Authors
Flavio Pressacco، نويسنده , , Marcellino Gaudenzi، نويسنده , , Antonino Zanette، نويسنده , , Laura Ziani، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
20
From page
235
To page
254
Keywords
Option Pricing , Hedging , American puts , Tree methods , Finite difference methods , American premium
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217309
Link To Document