Lattice Models
Document Type
Book Chapter
Publication Title
Indian Statistical Institute Series
Abstract
It is common to model the stock price movement with a stochastic process that has continuous path, for example a geometric Brownian motion. Computationally one can only evaluate the path at discrete points of time, however dense.
First Page
93
Last Page
107
DOI
10.1007/978-981-19-2008-0_9
Publication Date
1-1-2023
Recommended Citation
Sen, Rituparna and Das, Sourish, "Lattice Models" (2023). Book Chapters. 210.
https://digitalcommons.isical.ac.in/book-chapters/210
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