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The convergence of binomial trees for pricing the American put

Mark S. Joshi
Year of publication:
2009
Authors: Joshi, Mark S.
Published in:
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 11.2008/09, 4, p. 87-108
Subject: Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Entscheidungsbaum | Decision tree | Numerisches Verfahren | Numerical analysis
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