On the Rate of Convergence of Discrete‐Time Contingent Claims

• 1 January 2000
• journal article
• Published by Wiley in Mathematical Finance
• Vol. 10  (1) , 53-75
• https://doi.org/10.1111/1467-9965.00080

Abstract

Keywords

• OPTION PRICE
• INTEREST RATE DERIVATIVES
• BINOMIAL
• TRINOMIAL
• MULTINOMIAL
• SMOOTHNESS