Pricing the American put option: A detailed convergence analysis for binomial models
type: Item
instance of: scholarly article
title: Pricing the American put option: A detailed convergence analysis for binomial models
zbMATH Open document ID: 0912.90025
DOI: 10.1016/S0165-1889(98)00019-0
author: Dietmar P. J. Leisen
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1238272
zbMATH Keywords: measure of convergence
zbMATH Keywords: European call options
zbMATH Keywords: American put options
MaRDI profile type: Publication
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Wikidata QID: Q127014852
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1238272