Convergence rate of regime-switching trees (Q515751)
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scientific article; zbMATH DE number 6695720
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence rate of regime-switching trees |
scientific article; zbMATH DE number 6695720 |
Statements
Convergence rate of regime-switching trees (English)
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16 March 2017
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regime-switching Black-Scholes
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discretization
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rate of convergence
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0.8289315104484558
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0.8270896673202515
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0.8255632519721985
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0.8245669603347778
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0.8051639795303345
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