Rate of convergence of binomial formula for option pricing (Q5077442)
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scientific article; zbMATH DE number 7528908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of binomial formula for option pricing |
scientific article; zbMATH DE number 7528908 |
Statements
Rate of convergence of binomial formula for option pricing (English)
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18 May 2022
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binomial model
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Black-Scholes model
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option pricing
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