Showing 1 - 10 of 227
Persistent link: https://www.econbiz.de/10003797820
Persistent link: https://www.econbiz.de/10009419875
Persistent link: https://www.econbiz.de/10003900848
Persistent link: https://www.econbiz.de/10003924254
Persistent link: https://www.econbiz.de/10003924270
Persistent link: https://www.econbiz.de/10003924295
Persistent link: https://www.econbiz.de/10008806581
Persistent link: https://www.econbiz.de/10008905112
Persistent link: https://www.econbiz.de/10009240554
We investigate the pricing performance of eight trinomial trees and one binomial tree, which was found to be most effective in an earlier paper, under twenty different implementation methodologies for pricing American put options. We conclude that the binomial tree, the Tian third order moment...
Persistent link: https://www.econbiz.de/10012723300