Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets |
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Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (English)
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9 February 2017
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financial market
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rate of convergence
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Ornstein-Uhlenbeck process
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option prices
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