Binomial models for option valuation - examining and improving convergence (Q4541535): Difference between revisions

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+https://doi.org/10.1080/13504869600000015
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+W2050582772
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+On the rate of approximation in the central limit theorem
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+Approximation to the Point Binomial
@@ Property / cites work: Approximation to the Point Binomial / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
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+THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION
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+Some Numerical Comparisons of Several Approximations to the Binomial Distribution
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q4004325
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+An Approximate Normalization of the Analysis of Variance Distribution
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+A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
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+A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, II
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+On Approximating the Point Binomial
@@ Property / cites work: On Approximating the Point Binomial / rank @@
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+The Distribution of Chi-Square
@@ Property / cites work: The Distribution of Chi-Square / rank @@
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+Publication:4541535