An adaptive averaging binomial method for option valuation (Q2450702)
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scientific article; zbMATH DE number 6295584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An adaptive averaging binomial method for option valuation |
scientific article; zbMATH DE number 6295584 |
Statements
An adaptive averaging binomial method for option valuation (English)
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15 May 2014
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option pricing
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binomial methods
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adaptive methods
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local averaging
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0.88272494
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0.87987816
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0.8774682
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0.86698204
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0.8635616
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0.8603049
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0.8594725
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0.8594007
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