The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing

Resource

Proceedings of the 2008 FMA European Conference, Prague, Czech Republic, June 4–June 6, 2008

Journal

2008 FMA European Conference

Pages

Pragu-e

Date Issued

2008

Date

2008

Author(s)

Tian-Shyr Dai

URI

Type

conference paper

File(s)

Name

04.pdf

Size

340.36 KB

Format

Adobe PDF

Checksum

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