A comparison of lattice based option pricing models on the rate of convergence (Q879530)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of lattice based option pricing models on the rate of convergence |
scientific article |
Statements
A comparison of lattice based option pricing models on the rate of convergence (English)
0 references
14 May 2007
0 references
Black-Scholes partial differential equation
0 references
lattice
0 references
binomial model
0 references
trinomial model
0 references
