The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process |
scientific article |
Statements
The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (English)
0 references
23 July 2015
0 references
geometric Ornstein-Uhlenbeck process
0 references
discrete approximations
0 references
rate of convergence of option prices
0 references
0 references
0 references
0 references
0 references
0 references
0 references
