A comparison of the rate of convergence between binomial model and trinomial model for pricing American options (Q3518136)
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scientific article; zbMATH DE number 5308707
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| English | A comparison of the rate of convergence between binomial model and trinomial model for pricing American options |
scientific article; zbMATH DE number 5308707 |
Statements
6 August 2008
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American option
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Black-Scholes model
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binomial model
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trinomial model
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0.9252414107322692
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0.881145715713501
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0.8108516335487366
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0.7959054708480835
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0.7918989062309265
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