Positive results showed that, the CV-CRR method under the EQP-binary tree model and new binary tree parameters is a convergence, high-efficiency, high-precision numerical pricing method.
实证结果表明,EQP型二叉树模型和新型二叉树参数模型下的CV-CRR方法是一种收敛的、高效率、高精度的数值定价方法。
Positive results showed that, the CV-CRR method under the EQP-binary tree model and new binary tree parameters is a convergence, high-efficiency, high-precision numerical pricing method.
实证结果表明,EQP型二叉树模型和新型二叉树参数模型下的CV-CRR方法是一种收敛的、高效率、高精度的数值定价方法。
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