A comparison of lattice based option pricing models on the rate of convergence (Q879530): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.amc.2006.06.064 / rank | |||
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| Property / OpenAlex ID: W2062418210 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: Q4522707 / rank | |||
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Latest revision as of 19:00, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of lattice based option pricing models on the rate of convergence |
scientific article |
Statements
A comparison of lattice based option pricing models on the rate of convergence (English)
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14 May 2007
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Black-Scholes partial differential equation
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lattice
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binomial model
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trinomial model
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