Achieving higher order convergence for the prices of European pptions in binomial trees
Mark S. Joshi
| Year of publication: |
08 Oct. 2007
|
|---|---|
| Other Persons: | Joshi, Mark S. (contributor) |
| Publisher: |
Parkville : Centre for Actuarial Studies, Dep. of Economics, Univ. of Melbourne |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | Online-Ressource, 21 S. = 230.68 KB, Text graph. Darst. |
|---|---|
| Series: | Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne. - Melbourne, ZDB-ID 2412374-2. - Vol. 160 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003632930