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
Keywords :
Option Pricing , Hedging , American puts , Tree methods , Finite difference methods , American premium
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
