Efficient option valuation using trees (Q4804518)
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scientific article; zbMATH DE number 1902262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient option valuation using trees |
scientific article; zbMATH DE number 1902262 |
Statements
Efficient option valuation using trees (English)
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2002
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Option Pricing
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Discrete-time Approximations
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Non-recombining Trees
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0.8332321643829346
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0.8154414296150208
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0.8123139142990112
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0.7992236018180847
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