Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509): Difference between revisions

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Latest revision as of 19:39, 9 December 2024

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Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?
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    Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (English)
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    13 January 2017
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    binomial tree
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    option
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    rate of convergence
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