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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-.1016/j.amc.2010.03.111
@@ Property / DOI: 10.1016/j.amc.2010.03.111 / rank @@
-Normal rank
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+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
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
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+Achieving smooth asymptotics for the prices of European options in binomial trees
+Normal rank
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+ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES
+Normal rank
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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
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2010.03.111
@@ Property / DOI: 10.1016/J.AMC.2010.03.111 / rank @@
+Normal rank