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  • Search: subject:"Modelo ECV trinomial"
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Algoritmo recursivo 1 Maximum-minimum bidirectional options 1 Modelo ECV trinomial 1 Opciones bidireccionales máximas-mínimas 1 Recursive algorithm 1 Trinomial CEV model 1
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Article 1
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Article 1
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English 1
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Peng, Bin 1 Peng, Fei 1
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Journal of Economics, Finance and Administrative Science 1
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EconStor 1
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Pricing maximum-minimum bidirectional options in trinomial CEV model
Peng, Bin; Peng, Fei - In: Journal of Economics, Finance and Administrative Science 21 (2016) 41, pp. 50-55
-mínimas cuando el activo subyacente evoluciona como el modelo ECV trinomial. Los resultados numéricos demuestran la validez y … convergencia del enfoque anteriormente mencionado para los parámetros de valores establecidos en el modelo ECV trinomial. …
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