A cost-effective modification of the trinomial method for option pricing (Q5746665)
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scientific article; zbMATH DE number 6256360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A cost-effective modification of the trinomial method for option pricing |
scientific article; zbMATH DE number 6256360 |
Statements
7 February 2014
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option pricing
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trinomial method
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local average
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0.8291444778442383
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0.8093849420547485
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0.8059483766555786
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0.8028679490089417
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