Pages that link to "Item:Q5190052"

The following pages link to ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052):

Displaying 9 items.

• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← 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)
• CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← 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)
• A <i>q</i> -binomial extension of the CRR asset pricing model (Q6092930) (← links)