The following pages link to (Q4421351):
Displayed 5 items.
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- Asymptotics of the price oscillations of a European call option in a tree model (Q4827314) (← links)