English

A New Trinomial Recombination Tree Algorithm and Its Applications

Computational Finance 2012-10-04 v1 Pricing of Securities

Abstract

A New Trinomial Recombination Tree Algorithm and Its Applications

Cite

@article{arxiv.1210.0968,
  title  = {A New Trinomial Recombination Tree Algorithm and Its Applications},
  author = {Peter C. L. Lin},
  journal= {arXiv preprint arXiv:1210.0968},
  year   = {2012}
}
R2 v1 2026-06-21T22:15:06.857Z