Trinomial or binomial: Accelerating American put option price on trees
| Year of publication: |
2009
|
|---|---|
| Authors: | Chan, Jiun Hong ; Joshi, Mark ; Tang, Robert ; Yang, Chao |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 9, p. 826-839
|