Convergence of barrier option prices in the binomial model (Q4917302)
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scientific article; zbMATH DE number 6159250
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| English | Convergence of barrier option prices in the binomial model |
scientific article; zbMATH DE number 6159250 |
Statements
CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (English)
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29 April 2013
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binomial
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Black-Scholes
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call option
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barrier
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0.8522537350654602
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0.8514127135276794
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0.8499739766120911
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0.8482705354690552
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0.8422549962997437
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