scientific article; zbMATH DE number 6314688

zbMath1290.91181MaRDI QIDQ5166785

Guillaume Leduc

Publication date: 8 July 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?

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