Lean trees -- a general approach for improving performance of lattice models for option pricing (Q704007)
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scientific article; zbMATH DE number 2126992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lean trees -- a general approach for improving performance of lattice models for option pricing |
scientific article; zbMATH DE number 2126992 |
Statements
Lean trees -- a general approach for improving performance of lattice models for option pricing (English)
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12 January 2005
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lean trees
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lattice models
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option pricing
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numerical valuation techniques
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0.8332321643829346
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0.7833601832389832
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0.7818180918693542
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0.7771199345588684
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