Pages that link to "Item:Q984281"
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The following pages link to Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281):
Displaying 4 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- The rate of convergence of the binomial tree scheme (Q1776001) (← 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)