Derivative evaluation using recombining trees under stochastic volatility (Q3010733)
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scientific article; zbMATH DE number 5913430
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| English | Derivative evaluation using recombining trees under stochastic volatility |
scientific article; zbMATH DE number 5913430 |
Statements
27 June 2011
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exotic option pricing
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stochastic volatility
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recombining trees
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0.7718388438224792
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0.752998411655426
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0.7471139430999756
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0.7389571070671082
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0.7368637323379517
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