Pages that link to "Item:Q1776001"
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The following pages link to The rate of convergence of the binomial tree scheme (Q1776001):
Displaying 42 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- Binomial approximation of Brownian motion and its maximum (Q1771464) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- An alternative tree method for calibration of the local volatility (Q2076421) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
- CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← links)
- Entropy binomial tree method and calibration for the volatility smile (Q4991538) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Time-dependent weak rate of convergence for functions of generalized bounded variation (Q5005986) (← links)
- Rate of convergence of binomial formula for option pricing (Q5077442) (← links)
- Convergence of trinomial formula for European option pricing (Q5096006) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
- On first exit times and their means for Brownian bridges (Q5235049) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (Q5407031) (← links)
- Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
