Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps
Work
Year: 2010
Type: article
Author Xiao‐Yong Xiao
Institutions Zhejiang University, Nanchang University
Cites: 13
Cited by: 8
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 81.16
Subfield: Finance
Domain: Social Sciences
Open Access status: closed