Pages that link to "Item:Q1966382"

The following pages link to Convergence of strategies: An approach using Clark-Haussmann's formula (Q1966382):

Displaying 7 items.

• From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
• Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
• Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
• The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← links)
• Convergence of European lookback options with floating strike in the binomial model (Q2874731) (← links)
• Nonconvergence in the Variation of the Hedging Strategy of a European Call Option (Q4825511) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)