On the convergence scheme in the CRR model (Q6169081)
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scientific article; zbMATH DE number 7710334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence scheme in the CRR model |
scientific article; zbMATH DE number 7710334 |
Statements
On the convergence scheme in the CRR model (English)
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11 July 2023
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double barrier option
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options payoff
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CRR model
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convergence scheme
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Black-Scholes model
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