Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (Q2928491)
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scientific article; zbMATH DE number 6366840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal convergence rate of the binomial tree scheme for American options and their free boundaries |
scientific article; zbMATH DE number 6366840 |
Statements
7 November 2014
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0.98133105
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0.9699759
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0.9456782
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0.93848014
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0.9306068
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Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (English)
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