Achieving higher order convergence for the prices of European options in binomial trees
Year of publication: |
2010
|
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Authors: | Joshi, Mark S. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 1, p. 89-103
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Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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