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Parallel Binomial American Option Pricing under Proportional Transaction Costs
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| Zeitschriftentitel: | Applied Mathematics |
|---|---|
| Personen und Körperschaften: | |
| In: | Applied Mathematics, 3, 2012, 11, S. 1795-1810 |
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Scientific Research Publishing, Inc.
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Zhang, Nan Zhang, Nan |
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Zhang, Nan |
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Zhang, Nan Applied Mathematics Parallel Binomial American Option Pricing under Proportional Transaction Costs Industrial and Manufacturing Engineering Environmental Engineering |
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Zhang, Nan 2152-7385 2152-7393 Scientific Research Publishing, Inc. Industrial and Manufacturing Engineering Environmental Engineering http://dx.doi.org/10.4236/am.2012.311245 Parallel Binomial American Option Pricing under Proportional Transaction Costs Applied Mathematics |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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Parallel Binomial American Option Pricing under Proportional Transaction Costs |
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parallel binomial american option pricing under proportional transaction costs |
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Industrial and Manufacturing Engineering Environmental Engineering |
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http://dx.doi.org/10.4236/am.2012.311245 |
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| spelling | Zhang, Nan 2152-7385 2152-7393 Scientific Research Publishing, Inc. Industrial and Manufacturing Engineering Environmental Engineering http://dx.doi.org/10.4236/am.2012.311245 Parallel Binomial American Option Pricing under Proportional Transaction Costs Applied Mathematics |
| spellingShingle | Zhang, Nan, Applied Mathematics, Parallel Binomial American Option Pricing under Proportional Transaction Costs, Industrial and Manufacturing Engineering, Environmental Engineering |
| title | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| title_full | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| title_fullStr | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| title_full_unstemmed | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| title_short | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| title_sort | parallel binomial american option pricing under proportional transaction costs |
| title_unstemmed | Parallel Binomial American Option Pricing under Proportional Transaction Costs |
| topic | Industrial and Manufacturing Engineering, Environmental Engineering |
| url | http://dx.doi.org/10.4236/am.2012.311245 |