The optimal-drift model: an accelerated binomial scheme (Q1936831)
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scientific article; zbMATH DE number 6135144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal-drift model: an accelerated binomial scheme |
scientific article; zbMATH DE number 6135144 |
Statements
The optimal-drift model: an accelerated binomial scheme (English)
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7 February 2013
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binomial model
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Black-Scholes model
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option pricing
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accelerated convergence
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weak convergence
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0.87181234
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0.84220207
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0.83320546
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0.83291346
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0.83278877
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0.8325271
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0.83198315
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0.8318205
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