Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:48, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Achieving smooth asymptotics for the prices of European options in binomial trees |
scientific article |
Statements
Achieving smooth asymptotics for the prices of European options in binomial trees (English)
0 references
20 April 2009
0 references
binomial trees
0 references
Richardson extrapolation
0 references
options
0 references
rate of convergence
0 references
