Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:26, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of the binomial tree method for Asian options in jump-diffusion models |
scientific article |
Statements
Convergence of the binomial tree method for Asian options in jump-diffusion models (English)
0 references
10 April 2007
0 references
binomial tree method
0 references
Asian option
0 references
jump-diffusion model
0 references
viscosity solution
0 references