Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-recombining trinomial tree pricing model and calibration for the volatility smile |
scientific article |
Statements
Non-recombining trinomial tree pricing model and calibration for the volatility smile (English)
0 references
6 August 2019
0 references
volatility
0 references
non-recombining trinomial tree model
0 references
option pricing
0 references
calibration
0 references
nonlinear unconstrained optimization
0 references
0 references
0 references
