## Abstract This article presents a log‐transformed trinomial approach to option pricing and finds that various numerical procedures in the option pricing literature are embedded in this approach with choices of different parameters. The unified view also facilitates comparisons of computational ef
✦ LIBER ✦
Nonequivalence transformation of λ-matrix eigenproblems and model embedding approach to model tuning
✍ Scribed by William R. Ferng; Wen-Wei Lin; Daniel J. Pierce; Chern-Shuh Wang
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 179 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1070-5325
No coin nor oath required. For personal study only.
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