Pages that link to "Item:Q2960466"

The following pages link to Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466):

Displaying 6 items.

• The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
• When does convergence of asset price processes imply convergence of option prices? (Q2707197) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← 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)
• 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)