This article discusses convergence problems when calculating Vega (option sensitivity to volatility) that arise from discretization errors embedded in the lattice approach. Four alternative improvements to the traditional binomial method are discussed and investigated for performance. We also propos
β¦ LIBER β¦
PMC7 EFFECTS OF HETEROGENEITY ON THE ESTIMATION AND COMPARISON OF MEDICATION ERROR RATES
β Scribed by C de Moor; A Golembesky
- Book ID
- 118610758
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 86 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1098-3015
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