Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (Q2928491)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6366840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal convergence rate of the binomial tree scheme for American options and their free boundaries |
scientific article; zbMATH DE number 6366840 |
Statements
7 November 2014
0 references
0.98133105
0 references
0.9699759
0 references
0.9491675
0 references
0.9456782
0 references
0.93848014
0 references
0.9306068
0 references
0.92552185
0 references
Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (English)
0 references
