An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing

GONG Wenxiu, XU Zuoliang

Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (12) : 3478-3499.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (12) : 3478-3499. DOI: 10.12341/jssms19395

An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(12): 3478-3499 https://doi.org/10.12341/jssms19395

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