Asymptotics of the price oscillations of a European call option in a tree model (Q4827314): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00192.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121560553 / rank | |||
Normal rank | |||
Revision as of 20:52, 19 March 2024
scientific article; zbMATH DE number 2116007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the price oscillations of a European call option in a tree model |
scientific article; zbMATH DE number 2116007 |
Statements
Asymptotics of the price oscillations of a European call option in a tree model (English)
0 references
16 November 2004
0 references
binomial trees
0 references
Laplace integral
0 references
