HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144): Difference between revisions

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Latest revision as of 10:35, 30 July 2024

scientific article; zbMATH DE number 6143527
Language Label Description Also known as
English
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
scientific article; zbMATH DE number 6143527

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    HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (English)
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    12 March 2013
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    option pricing
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    binomial trees
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    Hermite expansion
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    skewness and kurtosis
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