Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?
type: Item
instance of: scholarly article
title: Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?
zbMATH Open document ID: 1354.91152
author: Guillaume Leduc
published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series
publication date: 2017-01-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 6674357
zbMATH Keywords: binomial tree
zbMATH Keywords: option
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: s40840-015-0221-2
OpenAlex ID: W2177590732
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DOI: 10.1007/S40840-015-0221-2
description: scientific article; zbMATH DE number 6674357