Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509)
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scientific article; zbMATH DE number 6674357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? |
scientific article; zbMATH DE number 6674357 |
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Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (English)
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13 January 2017
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binomial tree
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option
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rate of convergence
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