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)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article |
Statements
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 (English)
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28 February 2009
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Black-Scholes price
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