Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing the American put option: A detailed convergence analysis for binomial models |
scientific article; zbMATH DE number 1238272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the American put option: A detailed convergence analysis for binomial models |
scientific article; zbMATH DE number 1238272 |
Statements
Pricing the American put option: A detailed convergence analysis for binomial models (English)
0 references
12 January 1999
0 references
measure of convergence
0 references
European call options
0 references
American put options
0 references
0 references
0 references
0 references
