A European option general first-order error formula (Q2865142)
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scientific article; zbMATH DE number 6234309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A European option general first-order error formula |
scientific article; zbMATH DE number 6234309 |
Statements
28 November 2013
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European options
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approximation scheme
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error formula
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Black-Scholes model
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A European option general first-order error formula (English)
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0.8450191617012024
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0.7927393913269043
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0.7891759872436523
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0.780285120010376
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0.7694278955459595
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