A comparison of lattice based option pricing models on the rate of convergence (Q879530)
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scientific article; zbMATH DE number 5152373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of lattice based option pricing models on the rate of convergence |
scientific article; zbMATH DE number 5152373 |
Statements
A comparison of lattice based option pricing models on the rate of convergence (English)
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14 May 2007
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Black-Scholes partial differential equation
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lattice
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binomial model
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trinomial model
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