Convergence of binomial tree method for American options (Q2759779)
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scientific article; zbMATH DE number 1683745
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of binomial tree method for American options |
scientific article; zbMATH DE number 1683745 |
Statements
18 December 2001
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viscosity solution
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convergence of the optimal exercise boundary
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Convergence of binomial tree method for American options (English)
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0.9025164842605592
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0.8925526142120361
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0.883232831954956
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