Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281): Difference between revisions

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-Xiao-Yong Xiao
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+Xiao-Yong Xiao
@@ Property / author: Xiao-Yong Xiao / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2010.03.111
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@@ Property / OpenAlex ID @@
+W2080746557
@@ Property / OpenAlex ID: W2080746557 / rank @@
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@@ Property / cites work @@
+Smooth convergence in the binomial model
@@ Property / cites work: Smooth convergence in the binomial model / rank @@
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Asymptotics of the price oscillations of a European call option in a tree model
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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@@ Property / cites work @@
+Achieving smooth asymptotics for the prices of European options in binomial trees
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+ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES
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+Binomial models for option valuation - examining and improving convergence
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+The rate of convergence of the binomial tree scheme
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