Pages that link to "Item:Q1979079"

The following pages link to Convergence of discrete time option pricing models under stochastic interest rates (Q1979079):

Displaying 13 items.

• The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
• Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• (Q3076275) (← links)
• Convergence of optimal strategies in a discrete time market with finite horizon (Q3414642) (← links)
• A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
• Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211) (← links)
• The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach¹ (Q4372010) (← links)
• CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS¹ (Q4372039) (← links)
• Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
• The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478) (← links)
• On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404) (← links)
• On the rate of convergence of discrete-time contingent claims. (Q5890188) (← links)