CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302): Difference between revisions

@@ Property / author @@
-Kenneth James Palmer
@@ Property / author: Kenneth James Palmer / rank @@
-Normal rank
@@ Property / author @@
+Kenneth James Palmer
@@ Property / author: Kenneth James Palmer / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2011.00501.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1951071511
@@ Property / OpenAlex ID: W1951071511 / rank @@
+Normal rank
@@ Property / cites work @@
+A Continuity Correction for Discrete Barrier Options
+Normal rank
@@ Property / cites work @@
+Binomial approximation of Brownian motion and its maximum
+Normal rank
@@ Property / cites work @@
+Smooth convergence in the binomial model
@@ Property / cites work: Smooth convergence in the binomial model / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of the price oscillations of a European call option in a tree model
+Normal rank
@@ Property / cites work @@
+Weak approximation of killed diffusion using Euler schemes.
+Normal rank
@@ Property / cites work @@
+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+Achieving smooth asymptotics for the prices of European options in binomial trees
+Normal rank
@@ Property / cites work @@
+ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES
+Normal rank
@@ Property / cites work @@
+Binomial models for option valuation - examining and improving convergence
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the binomial tree scheme
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4917302