The convergence of binomial trees for pricing the American put
Year of publication: |
2008
|
---|---|
Other Persons: | Joshi, Mark S. (contributor) |
Publisher: |
Melbourne : Centre for Actuarial Studies, Dep. of Economics, the Univ. of Melbourne |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Entscheidungsbaum | Decision tree | Numerisches Verfahren | Numerical analysis |
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