Smooth convergence in the binomial model
| Year of publication: |
2007
|
|---|---|
| Authors: | Chang, Lo-Bin ; Palmer, Ken |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 1, p. 91-105
|
| Publisher: |
Springer |
| Subject: | Binomial model | Black–Scholes model | Option pricing | Smooth convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184381