On the rate of convergence of discrete-time contingent claims. (Q5890188)
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scientific article; zbMATH DE number 1582844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence of discrete-time contingent claims. |
scientific article; zbMATH DE number 1582844 |
Statements
29 March 2001
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option price
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interest rate derivatives
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binomial
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trinomial
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multinomial
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smoothness
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On the rate of convergence of discrete-time contingent claims. (English)
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