Pages that link to "Item:Q4917302"

The following pages link to CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302):

Displaying 13 items.

• The pricing of lookback options and binomial approximation (Q272213) (← links)
• Pricing exotic derivatives exploiting structure (Q299917) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• American step options (Q2282524) (← links)
• Option convergence rate with geometric random walks approximations (Q2821904) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
• THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (Q2929371) (← links)
• (Q5027046) (← links)
• Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
• WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
• On the convergence scheme in the CRR model (Q6169081) (← links)