CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302): Difference between revisions
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scientific article; zbMATH DE number 6159250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL |
scientific article; zbMATH DE number 6159250 |
Statements
CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (English)
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29 April 2013
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binomial
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Black-Scholes
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call option
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barrier
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