On the rate of convergence of barrier option prices in binomial market to those in continuous time market (Q3077835)
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scientific article; zbMATH DE number 5855924
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| English | On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
scientific article; zbMATH DE number 5855924 |
Statements
22 February 2011
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barrier option
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fair price
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complete market
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binomial market
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Black-Scholes market
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0.8514127135276794
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0.8277411460876465
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0.7851414680480957
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0.7842123508453369
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