Pages that link to "Item:Q2463704"

The following pages link to Smooth convergence in the binomial model (Q2463704):

Displaying 26 items.

• The pricing of lookback options and binomial approximation (Q272213) (← links)
• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
• Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
• Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
• An alternative tree method for calibration of the local volatility (Q2076421) (← links)
• The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
• The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← 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)
• Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← 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)
• 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 the convergence scheme in the CRR model (Q6169081) (← links)