Pages that link to "Item:Q1771464"
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The following pages link to Binomial approximation of Brownian motion and its maximum (Q1771464):
Displaying 6 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
