Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

DOI10.1007/978-3-7908-2598-5_3zbMath1203.91296OpenAlexW10631055MaRDI QIDQ3059064

Stefanie Müller, Ralf Korn

Publication date: 8 December 2010

Published in: Recent Developments in Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2598-5_3

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20)

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