How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach - Archive ouverte HAL Access content directly
Journal Articles Finance Research Letters Year : 2017

How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach

Yann Braouezec
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hal-01744507 , version 1 (27-03-2018)

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Yann Braouezec. How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. Finance Research Letters, 2017, 21, pp.92 - 99. ⟨10.1016/j.frl.2016.11.001⟩. ⟨hal-01744507⟩
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