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"Parallel Binomial American Option Pricing with (and without) Transaction Costs"

Nan Zhang, Alet Roux, Tomasz Zastawniak (2011)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1110-2477
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1110-2477
Nan Zhang, Alet Roux, Tomasz Zastawniak:
Parallel Binomial American Option Pricing with (and without) Transaction Costs. CoRR abs/1110.2477 (2011)

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