Convergence rate of the binomial tree scheme for continuously paying options (Q5166785)
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scientific article; zbMATH DE number 6314688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence rate of the binomial tree scheme for continuously paying options |
scientific article; zbMATH DE number 6314688 |
Statements
8 July 2014
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0.8255632519721985
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0.820497453212738
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0.8082658648490906
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0.8005379438400269
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0.7840021252632141
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