Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval (Q3607376)
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scientific article; zbMATH DE number 5521429
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| English | Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval |
scientific article; zbMATH DE number 5521429 |
Statements
Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval (English)
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28 February 2009
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Black-Scholes price
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0.8291530609130859
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0.8223769068717957
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0.7964335680007935
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0.7961543202400208
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0.79375159740448
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