Pricing of perpetual American and Bermudan options by binomial tree method

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Front. Math. China ›› 2007, Vol. 2 ›› Issue (2) : 243-256. DOI: 10.1007/s11464-007-0017-2

Pricing of perpetual American and Bermudan options by binomial tree method

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{{article.zuoZheEn_L}}. {{article.titleEn}}. Front. Math. China, 2007, 2(2): 243‒256 https://doi.org/10.1007/s11464-007-0017-2

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