On the binomial approximation of the American put (Q2198165)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the binomial approximation of the American put |
scientific article |
Statements
On the binomial approximation of the American put (English)
0 references
9 September 2020
0 references
American put option price
0 references
binomial approximation
0 references
Black-Scholes model
0 references
0 references
