Rate of convergence of trinomial formula to Black-Scholes formula (Q6589416)
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scientific article; zbMATH DE number 7898551
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Rate of convergence of trinomial formula to Black-Scholes formula |
scientific article; zbMATH DE number 7898551 |
Statements
Rate of convergence of trinomial formula to Black-Scholes formula (English)
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19 August 2024
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trinomial formula
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binomial formula
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Black-Scholes formula
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option pricing
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0.8685643672943115
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0.78989577293396
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0.7783576846122742
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0.7757204174995422
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0.77513188123703
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