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Can I read Trinomial or binomial: Accelerating American put option price on trees on EtoBox?
Trinomial or binomial: Accelerating American put option price on trees by Jiun Hong Chan; Mark Joshi; Robert Tang; Chao Yang is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Trinomial or binomial: Accelerating American put option price on trees about?
## Abstract We investigate the pricing performance of eight trinomial trees and one binomial tree, which was found to be most effective in an earlier study, under 20 different implementation methodologies for pricing American put options. We conclude that the binomial tree, the Tian third‐order moment‐matching tree with truncation, Richardson extrapolation, and smoothing, performs better than the trinomial trees. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:826–839, 2009
Who reads Trinomial or binomial: Accelerating American put option price on trees?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Jiun Hong Chan; Mark Joshi; Robert Tang; Chao Yang
- Publisher
- John Wiley and Sons; Wiley (John Wiley & Sons); John Wiley & Sons Inc.; Wiley (ISSN 0270-7314)
- Published
- 2009
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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