HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144)
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scientific article; zbMATH DE number 6143527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING |
scientific article; zbMATH DE number 6143527 |
Statements
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (English)
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12 March 2013
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option pricing
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binomial trees
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Hermite expansion
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skewness and kurtosis
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