On the rate of convergence of barrier option prices in binomial market to those in continuous time market
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market
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| Creator |
Soloveiko, O.
Shevchenko, G. |
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| Description |
We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.
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| Date |
2009-12-07T15:39:50Z
2009-12-07T15:39:50Z 2008 |
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| Type |
Article
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| Identifier |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market / O. Soloveiko, G. Shevchenko // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 165-173. — Бібліогр.: 8 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4575 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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