On the rate of convergence of barrier option prices in binomial market to those in continuous time market
We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.
Збережено в:
| Дата: | 2008 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4575 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4575 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-45752009-12-08T12:00:37Z On the rate of convergence of barrier option prices in binomial market to those in continuous time market Soloveiko, O. Shevchenko, G. We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market. 2008 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market. |
| format |
Article |
| author |
Soloveiko, O. Shevchenko, G. |
| spellingShingle |
Soloveiko, O. Shevchenko, G. On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| author_facet |
Soloveiko, O. Shevchenko, G. |
| author_sort |
Soloveiko, O. |
| title |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| title_short |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| title_full |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| title_fullStr |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| title_full_unstemmed |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| title_sort |
on the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4575 |
| citation_txt |
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. |
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AT soloveikoo ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket AT shevchenkog ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket |
| first_indexed |
2023-03-24T08:30:45Z |
| last_indexed |
2023-03-24T08:30:45Z |
| _version_ |
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