Rate of convergence of binomial formula for option pricing (Q5077442)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7528908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
18 May 2022
0 references
binomial model
0 references
Black-Scholes model
0 references
option pricing
0 references
0.8422549962997437
0 references
0.833549976348877
0 references
0.7850608825683594
0 references
0.7849106788635254
0 references
0.7819620966911316
0 references
