Asymptotics of the price oscillations of a European call option in a tree model (Q4827314): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00192.x / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Latest revision as of 14:17, 7 June 2024
scientific article; zbMATH DE number 2116007
Language | Label | Description | Also known as |
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English | Asymptotics of the price oscillations of a European call option in a tree model |
scientific article; zbMATH DE number 2116007 |
Statements
Asymptotics of the price oscillations of a European call option in a tree model (English)
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16 November 2004
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binomial trees
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Laplace integral
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