Rate of convergence of option prices by using the method of pseudomoments (Q2817056)
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scientific article; zbMATH DE number 6620057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of option prices by using the method of pseudomoments |
scientific article; zbMATH DE number 6620057 |
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Rate of convergence of option prices by using the method of pseudomoments (English)
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29 August 2016
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financial market models
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risky assets
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option prices
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weak convergence
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scheme of series
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pseudomoments
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convergence rate
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Black-Scholes model
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