Pages that link to "Item:Q4917302"
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The following pages link to CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302):
Displaying 17 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- American step options (Q2282524) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- A European option general first-order error formula (Q2865142) (← links)
- Convergence of European lookback options with floating strike in the binomial model (Q2874731) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- (Q4919172) (← links)
- (Q5027046) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
- Binomial Approximations for Barrier Options of Israeli Style (Q5198539) (← links)
- On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)