A trinomial tree methods for pricing American options (Q5318889)
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scientific article; zbMATH DE number 5583427
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A trinomial tree methods for pricing American options |
scientific article; zbMATH DE number 5583427 |
Statements
22 July 2009
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American option
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Black-Scholes model
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binomial model
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trinomial model
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0.881145715713501
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0.8460895419120789
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0.8256211876869202
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0.8191564083099365
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0.8059483766555786
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