On the rate of convergence of binomial greeks
Year of publication: |
2011
|
---|---|
Authors: | Chung, San-lin ; Hung, Weifeng ; Lee, Han-hsing ; Shih, Pai-ta |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 6, p. 562-597
|
Subject: | binominal option pricing | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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