A recombining lattice option pricing model that relaxes the assumption of lognormality
type: Item
instance of: scholarly article
title: A recombining lattice option pricing model that relaxes the assumption of lognormality
zbMATH Open document ID: 1230.91178
author: Dasheng Ji
author: B. Wade Brorsen
published in: Review of Derivatives Research
publication date: 2012-01-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6000243
zbMATH Keywords: binomial trees
zbMATH Keywords: Gaussian quadrature
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s11147-010-9060-3
OpenAlex ID: W2021295148
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DOI: 10.1007/S11147-010-9060-3
description: scientific article; zbMATH DE number 6000243