Option pricing: a yet simpler approach (Q2145691)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing: a yet simpler approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing: a yet simpler approach |
scientific article |
Statements
Option pricing: a yet simpler approach (English)
0 references
17 June 2022
0 references
derivatives
0 references
lattice model
0 references
CRR model
0 references
backward process
0 references
0.7607029676437378
0 references
0.7436209917068481
0 references
0.7289271354675293
0 references