Numerical methods used in assessing options

zbMATH Open1212.65011MaRDI QIDQ3588751FDOQ3588751

Authors: Delia Teselios, Mihaela Albici 

Publication date: 9 September 2010

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zbMATH Keywords

Monte Carlo simulationtrinomial methodbinomial method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (1)

• The rate of convergence of the binomial tree scheme

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