Convergence of trinomial formula for European option pricing (Q5096006)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of trinomial formula for European option pricing |
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)
0 references
12 August 2022
0 references
trinomial formula
0 references
binomial formula
0 references
Black-Scholes formula
0 references
European option pricing
0 references