Fast accurate binomial pricing (Q1381489)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1129635
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast accurate binomial pricing |
scientific article; zbMATH DE number 1129635 |
Statements
Fast accurate binomial pricing (English)
0 references
17 March 1998
0 references
binomial pricing
0 references
barrier option
0 references
American option
0 references
Brownian motion
0 references
binomial lattice approach
0 references
0.854853630065918
0 references
0.8481420874595642
0 references
0.8182953596115112
0 references
0.8128700852394104
0 references
0.8107684850692749
0 references
