Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J20 / rank | |||
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| Property / zbMATH DE Number: 6674357 / rank | |||
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binomial tree | |||
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option | |||
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rate of convergence | |||
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Revision as of 00:57, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? |
scientific article |
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Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (English)
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13 January 2017
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binomial tree
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option
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rate of convergence
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