Convergence of trinomial formula for European option pricing (Q5096006)
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scientific article; zbMATH DE number 7571125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence of trinomial formula for European option pricing |
scientific article; zbMATH DE number 7571125 |
Statements
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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