Pages that link to "Item:Q3623406"
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The following pages link to Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406):
Displaying 9 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
- The rate of convergence of the binomial tree scheme (Q1776001) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← links)
- WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
- ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES (Q5190052) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
