ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052): Difference between revisions
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Revision as of 20:13, 5 March 2024
scientific article; zbMATH DE number 5681065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES |
scientific article; zbMATH DE number 5681065 |
Statements
ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (English)
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12 March 2010
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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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