What a difference one probability makes in the convergence of binomial trees
Year of publication: |
2020
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Authors: | Leduc, Guillaume ; Palmer, Kenneth J. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 6, p. 1-26
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Subject: | Black-Scholes model | binomial model | smooth convergence | terminal probability | Wahrscheinlichkeitsrechnung | Probability theory | Black-Scholes-Modell | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
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