Pages that link to "Item:Q4827314"

The following pages link to Asymptotics of the price oscillations of a European call option in a tree model (Q4827314):

Displaying 27 items.

• The pricing of lookback options and binomial approximation (Q272213) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
• Stein's method and zero bias transformation for CDO tranche pricing (Q964669) (← links)
• Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
• An alternative tree method for calibration of the local volatility (Q2076421) (← links)
• On the binomial approximation of the American put (Q2198165) (← links)
• Smooth convergence in the binomial model (Q2463704) (← links)
• Option convergence rate with geometric random walks approximations (Q2821904) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
• On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
• REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
• Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
• Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
• CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← links)
• Entropy binomial tree method and calibration for the volatility smile (Q4991538) (← links)
• Rate of convergence of binomial formula for option pricing (Q5077442) (← links)
• Convergence of trinomial formula for European option pricing (Q5096006) (← links)
• Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
• WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
• ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052) (← links)
• A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
• Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
• Multiple Volatility Real Options Approach to Investment Decisions Under Uncertainty (Q5868896) (← links)