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
scientific article
Language | Label | Description | Also known as |
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English | A comparison of lattice based option pricing models on the rate of convergence |
scientific article |
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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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