ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052): Difference between revisions
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| 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 / rank | |||
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| Property / cites work: Q4821330 / rank | |||
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| Property / cites work: Achieving smooth asymptotics for the prices of European options in binomial trees / rank | |||
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Latest revision as of 13:49, 2 July 2024
scientific article; zbMATH DE number 5681065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES |
scientific article; zbMATH DE number 5681065 |
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ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (English)
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12 March 2010
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binomial trees
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Richardson extrapolation
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options
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rate of convergence
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