Asymptotics of the price oscillations of a European call option in a tree model (Q4827314): Difference between revisions

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Latest revision as of 14:17, 7 June 2024

scientific article; zbMATH DE number 2116007
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English
Asymptotics of the price oscillations of a European call option in a tree model
scientific article; zbMATH DE number 2116007

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    Asymptotics of the price oscillations of a European call option in a tree model (English)
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    16 November 2004
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    binomial trees
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    Laplace integral
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