On the rate of convergence of discrete-time contingent claims.
type: Item
instance of: scholarly article
zbMATH Open document ID: 1034.91041
DOI: 10.1111/1467-9965.00079
author: Guofu Zhou
author: Steve Heston
published in: Mathematical Finance
publication date: 2001-03-29T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 1582844
zbMATH Keywords: option price
zbMATH Keywords: interest rate derivatives
zbMATH Keywords: binomial
zbMATH Keywords: trinomial
zbMATH Keywords: multinomial
zbMATH Keywords: smoothness
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/1467-9965.00079
OpenAlex ID: W2105832006
title: On the rate of convergence of discrete-time contingent claims.
description: scientific article; zbMATH DE number 1582844