Pages that link to "Item:Q2817056"

The following pages link to Rate of convergence of option prices by using the method of pseudomoments (Q2817056):

Displaying 9 items.

• Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
• The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← links)
• Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
• Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval (Q3607376) (← links)
• Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
• Estimation of the rate of convergence in the central limit theorem for a sequence of series in terms of averaged pseudomoments (Q5218379) (← links)
• The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478) (← links)
• An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
• On the rate of convergence of discrete-time contingent claims. (Q5890188) (← links)