scientific article; zbMATH DE number 2202757

zbMATH Open1072.62010MaRDI QIDQ5314828FDOQ5314828

Authors: Francine Diener, Marc Diener 

Publication date: 5 September 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

binomial distributionasymptotic expansionsprobability distributionfunction Kappafunctions \(C^{(n)}(x,u)\) and \(I^{(n)}(x,u)\)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Cited In (3)

• Discretisations of higher order and the theorems of Faà di Bruno and deMoivre-Laplace
• Title not available (Why is that?)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?

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