Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513)
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scientific article; zbMATH DE number 2111708
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| default for all languages | No label defined |
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| English | Pricing Discrete European Barrier Options Using Lattice Random Walks |
scientific article; zbMATH DE number 2111708 |
Statements
Pricing Discrete European Barrier Options Using Lattice Random Walks (English)
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28 October 2004
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rate of convergence
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Besov spaces
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0.8209954500198364
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0.8158596158027649
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0.8149691224098206
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0.8119305968284607
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0.8095758557319641
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