O. M. Solovejko

Available identifiers

zbMath Open solovejko.o-mMaRDI QIDQ3607375

List of research outcomes

Publication	Date of Publication	Type
Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier	2011-04-06	Paper
On the rate of convergence of prices of barrier options with discrete and continuous time	2011-04-06	Paper
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	2009-02-28	Paper

Research outcomes over time

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