Convergence of trinomial formula for European option pricing (Q5096006)

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scientific article; zbMATH DE number 7571125
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Convergence of trinomial formula for European option pricing
scientific article; zbMATH DE number 7571125

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    Convergence of trinomial formula for European option pricing (English)
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    12 August 2022
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    trinomial formula
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    binomial formula
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    Black-Scholes formula
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    European option pricing
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