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

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+A Continuity Correction for Discrete Barrier Options
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+Binomial approximation of Brownian motion and its maximum
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+Smooth convergence in the binomial model
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+Normal rank
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+Option pricing: A simplified approach
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+Normal rank
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+Asymptotics of the price oscillations of a European call option in a tree model
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+Weak approximation of killed diffusion using Euler schemes.
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+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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