A new type of triple method for option pricing (Q3537801)
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scientific article; zbMATH DE number 5370990
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A new type of triple method for option pricing |
scientific article; zbMATH DE number 5370990 |
Statements
24 November 2008
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binomial tree model
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triple tree model
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Black-Scholes equation
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0.8170311450958252
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0.7916502952575684
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0.7893490195274353
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0.7875328063964844
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0.7855872511863708
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