The convergence rate of option prices in trinomial trees
Year of publication: |
2023
|
---|---|
Authors: | Leduc, Guillaume ; Palmer, Kenneth J. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 3, Art.-No. 52, p. 1-33
|
Subject: | option pricing | trinomial tree | asymptotic expansion | Edgeworth series | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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