The bino-trinomial tree: A simple model for efficient and accurate option pricing

Dai, T.-S.T.-S.DaiYUH-DAUH LYUU2018-09-102018-09-102010http://www.scopus.com/inward/record.url?eid=2-s2.0-77956312734&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/359721The bino-trinomial tree: A simple model for efficient and accurate option pricingjournal article10.3905/jod.2010.17.4.007