A comparison of lattice based option pricing models on the rate of convergence (Q879530): Difference between revisions

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Latest revision as of 19:00, 25 June 2024

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A comparison of lattice based option pricing models on the rate of convergence
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    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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