Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Achieving smooth asymptotics for the prices of European options in binomial trees |
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
