When does convergence of asset price processes imply convergence of option prices? (Q2707197)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: When does convergence of asset price processes imply convergence of option prices? |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When does convergence of asset price processes imply convergence of option prices? |
scientific article |
Statements
29 March 2001
0 references
weak convergence
0 references
option prices
0 references
asymptotic arbitrage
0 references
contiguity
0 references
binomial models
0 references
When does convergence of asset price processes imply convergence of option prices? (English)
0 references
0.8347961
0 references
0.8313694
0 references
0.8144493
0 references
0.80827737
0 references
