Recombining Binomial Tree Approximations for Diffusions (Q3631193)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recombining Binomial Tree Approximations for Diffusions |
scientific article |
Statements
Recombining Binomial Tree Approximations for Diffusions (English)
0 references
5 June 2009
0 references
approximate a diffusion
0 references
recombining binomial tree model
0 references
weak solution of a stochastic differential equation
0 references
risk neutral terms
0 references
financial derivatives
0 references
