Achieving Higher Order Convergence For The Prices Of European Options In Binomial Trees
Work
Year: 2010
Type: article
Source: Mathematical Finance
Author Mark S. Joshi
Institution The University of Melbourne
Cites: 17
Cited by: 26
Related to: 10
FWCI: 1.363
Citation percentile (by year/subfield): 97.53
Subfield: Finance
Domain: Social Sciences
Open Access status: closed