Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1624666 |
Changed an Item |
||
Property / author | |||
Property / author: Xiao-Yong Xiao / rank | |||
Normal rank |
Revision as of 04:35, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps |
scientific article |
Statements
Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (English)
0 references
19 July 2010
0 references
binomial models
0 references
European option
0 references
rate of convergence
0 references
higher order convergence
0 references