A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165)
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scientific article; zbMATH DE number 6000243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recombining lattice option pricing model that relaxes the assumption of lognormality |
scientific article; zbMATH DE number 6000243 |
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A recombining lattice option pricing model that relaxes the assumption of lognormality (English)
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26 January 2012
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binomial trees
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Gaussian quadrature
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option pricing
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