Convergence rates of recombining trees for pricing options...

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The North American Journal of Economics and Finance 2016 / 4

Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends

Ma, Jingtang, Fan, Jiacheng
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Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2016.03.011
Date:
April, 2016
File:
PDF, 686 KB
english, 2016
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