What a difference one probability makes in the convergence of binomial trees
Guillaume Leduc, Kenneth Palmer
| 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 | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500405 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496772