Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281)
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scientific article; zbMATH DE number 5757527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps |
scientific article; zbMATH DE number 5757527 |
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Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (English)
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19 July 2010
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binomial models
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European option
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rate of convergence
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higher order convergence
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