Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.amc.2010.03.111 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.AMC.2010.03.111 / rank | |||
Normal rank | |||
Latest revision as of 11:19, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps |
scientific article |
Statements
Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (English)
0 references
19 July 2010
0 references
binomial models
0 references
European option
0 references
rate of convergence
0 references
higher order convergence
0 references
0 references
