WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007)
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scientific article; zbMATH DE number 7303457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES |
scientific article; zbMATH DE number 7303457 |
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WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (English)
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29 January 2021
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Black-Scholes model
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binomial model
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smooth convergence
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terminal probability
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