American call option
, 
, 
, 
b
zero-th order appr. (sec)
first order appr. (sec)
second order appr: (sec)
trinomial appr. (sec)
−0.04
6.302
0.00
6.318
0.04
6.303
| American call option | ||||
| b | zero-th order appr. (sec) | first order appr. (sec) | second order appr: (sec) | trinomial appr. (sec) |
| −0.04 |
|
|
| 6.302 |
| 0.00 |
|
|
| 6.318 |
| 0.04 |
|
|
| 6.303 |