Pricing discrete knock-out options with tree methods (Q1283717)
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scientific article; zbMATH DE number 1270997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing discrete knock-out options with tree methods |
scientific article; zbMATH DE number 1270997 |
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Pricing discrete knock-out options with tree methods (English)
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4 October 1999
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option pricing
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barrier options
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numerical procedures
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binomial model
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trinomial model
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0.7945342659950256
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0.7798121571540833
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0.7729771733283997
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