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Parallel Binomial American Option Pricing under Proportional Transaction Costs

Research group:
Mathematical Finance
TitleParallel Binomial American Option Pricing under Proportional Transaction Costs
Publication TypeJournal Article
Year of Publication2012
AuthorsRoux A, Zastawniak T, Zhang N
Refereed DesignationRefereed
JournalApplied Mathematics
Volume3
Start Page1795
Issue11
Date Published2012
URLhttp://www.scirp.org/journal/PaperInformation.aspx?PaperID=24757&JournalID=160
DOI10.4236/am.2012.331245

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Edited 16 Apr 2013 - 14:01 by ar521

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