Binomial models for option valuation - examining and improving convergence

Applied Mathematical Finance

Volumn 3, Issue 4, 1996, Pages 319-346

  Leisen, Dietmar P J ^a   Reimer, Matthias ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

binomial model; convergence pattern; option valuation; order of convergence

Indexed keywords

EID: 0001444653     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504869600000015     Document Type: Article

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