Pages that link to "Item:Q5391404"
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The following pages link to On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404):
Displaying 8 items.
- Connecting discrete and continuous path-dependent options (Q1297909) (← links)
- On stability of continuous time models of a financial market. (Q1848055) (← links)
- Convergence of discrete time option pricing models under stochastic interest rates (Q1979079) (← links)
- When is time continuous? (Q2725576) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
- Discretization of deflated bond prices (Q4507957) (← links)
- The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)