Generalized Cox-Ross-Rubinstein Binomial Models (Q3116096)

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Generalized Cox-Ross-Rubinstein Binomial Models
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    Statements

    title
    Generalized Cox-Ross-Rubinstein Binomial Models (English)
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    author
    San-Lin Chung
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    Pai-Ta Shih
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    publication date
    21 February 2012
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    zbMATH Keywords
    binomial model rate
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    monotonic convergence
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    barrier option
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    smooth convergence
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    Identifiers

    zbMATH DE Number
    6008382
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