Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406): Difference between revisions
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Revision as of 13:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Achieving smooth asymptotics for the prices of European options in binomial trees |
scientific article |
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Achieving smooth asymptotics for the prices of European options in binomial trees (English)
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20 April 2009
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binomial trees
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Richardson extrapolation
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options
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rate of convergence
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