Convergence of Binomial Tree Methods for European/American Path-Dependent Options (Q4653901)
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scientific article; zbMATH DE number 2139915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Binomial Tree Methods for European/American Path-Dependent Options |
scientific article; zbMATH DE number 2139915 |
Statements
Convergence of Binomial Tree Methods for European/American Path-Dependent Options (English)
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1 March 2005
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binomial tree method
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European/American path-dependent options
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convergence
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