Pages that link to "Item:Q5245478"
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The following pages link to The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478):
Displaying 8 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← 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)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- Rate of convergence of binomial formula for option pricing (Q5077442) (← links)
- On the rate of convergence of discrete-time contingent claims. (Q5890188) (← links)
