Asymptotics of the price oscillations of a European call option in a tree model (Q4827314)
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scientific article; zbMATH DE number 2116007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the price oscillations of a European call option in a tree model |
scientific article; zbMATH DE number 2116007 |
Statements
Asymptotics of the price oscillations of a European call option in a tree model (English)
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16 November 2004
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binomial trees
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Laplace integral
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