Bounds for the price of a European-style Asian option in a binary tree model
Article Abstract:
The derivation of accurate lower and upper bounds for the price of a European style Asian option with continuous averaging over the full lifetime of the option, using a discrete time binary tree model is discussed.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
United States, Europe, Asia, Evaluation, Convertible bonds, Econometric models
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
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The evidential reasoning approach for multiple attribute decision analysis using interval belief degrees
Article Abstract:
A study uses the Dempster-Shafer theory of evidence to develop models for uncertainties in decision making processes.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
United Kingdom, Multiple criteria decision making, Models, Analysis, Uncertainty (Information theory)
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
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