Pages that link to "Item:Q2707197"

The following pages link to When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? (Q2707197):

Displayed 8 items.

• Error estimates for binomial approximations of game options (Q997959) ‎ (← links)
• The dynamics of implied volatilities: a common principal components approach (Q1417894) ‎ (← links)
• Weak convergence of tree methods to price options on defaultable assets (Q1770202) ‎ (← links)
• Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) ‎ (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) ‎ (← links)
• A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) ‎ (← links)
• INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570) ‎ (← links)
• Limiting distributions for minimum relative entropy calibration (Q4819434) ‎ (← links)