A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165)

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A recombining lattice option pricing model that relaxes the assumption of lognormality
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    title
    A recombining lattice option pricing model that relaxes the assumption of lognormality (English)
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    author
    Dasheng Ji
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    B. Wade Brorsen
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    publication date
    26 January 2012
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    Mathematics Subject Classification ID
    91G20
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    91G60
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    90C39
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    zbMATH DE Number
    6000243
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    zbMATH Keywords
    binomial trees
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    Gaussian quadrature
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    option pricing
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