Open AccessConvergence Numerically of Trinomial Model in European Option Pricing
Author(s) -
Entit Puspita,
Fitriani Agustina,
Ririn Sispiyati
Publication year - 2013
Publication title -
international research journal of business studies
Language(s) - English
Resource type - Journals
eISSN - 2338-4565
pISSN - 2089-6271
DOI - 10.21632/irjbs.6.3.195-201
Subject(s) - trinomial , trinomial tree , black–scholes model , valuation of options , call option , finite difference methods for option pricing , valuation (finance) , convergence (economics) , mathematical economics , mathematics , monte carlo methods for option pricing , asian option , econometrics , economics , financial economics , volatility (finance) , discrete mathematics , finance , economic growth