Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (Q1670205)
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scientific article; zbMATH DE number 6932042
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion |
scientific article; zbMATH DE number 6932042 |
Statements
Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (English)
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5 September 2018
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binomial tree model
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option pricing
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geometric Brownian motion
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partial hedging
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0.7983229756355286
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0.7875328063964844
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0.7862057089805603
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0.7846864461898804
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0.7843366861343384
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