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)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
28 February 2009
0 references
Black-Scholes price
0 references
0.8291530609130859
0 references
0.8223769068717957
0 references
0.7964335680007935
0 references
0.7961543202400208
0 references
0.79375159740448
0 references
