Pages that link to "Item:Q2865142"
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The following pages link to A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142):
Displaying 5 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Convergence rate of regime-switching trees (Q515751) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
