HIGHLIGHTS
- who: Efficient and colleagues from the Department of International Business, National Taiwan University, Taipei, Taiwan have published the article: Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options, in the Journal: Mathematical Problems in Engineering of 21/05/2022
- what: The authors develop O(n)-time algorithms for polynomial options that cannot be analytically priced. To address this problem, the authors develop combinatorial pricing algorithms on the trinomial lattice, such that this novel option pricing framework inherits both the efficiency of the combinatorial algorithm and the accuracy of . . .
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