On the binomial approximation of the American put (Q2198165)
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scientific article; zbMATH DE number 7245584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the binomial approximation of the American put |
scientific article; zbMATH DE number 7245584 |
Statements
On the binomial approximation of the American put (English)
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9 September 2020
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American put option price
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binomial approximation
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Black-Scholes model
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0.8940352201461792
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0.8897550106048584
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0.8396706581115723
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0.8364318609237671
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0.813996434211731
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