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Output details

10 - Mathematical Sciences

Output 65 of 115 in the submission

Article title

Parallel Binomial American Option Pricing under Proportional Transaction Costs

Type

D - Journal article

DOI

Title of journal

Applied Mathematics

Article number

Volume number

Issue number

First page of article

1795

ISSN of journal

2152-7385

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract