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.

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Date:2008
Main Authors: Soloveiko, O., Shevchenko, G.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4575
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this: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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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Soloveiko, O.
Shevchenko, G.
author_facet Soloveiko, O.
Shevchenko, G.
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.
collection DSpace DC
description We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.
first_indexed 2025-12-07T19:04:02Z
format Article
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institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
issn 0321-3900
language English
last_indexed 2025-12-07T19:04:02Z
publishDate 2008
publisher Інститут математики НАН України
record_format dspace
spelling Soloveiko, O.
Shevchenko, G.
2009-12-07T15:39:50Z
2009-12-07T15:39:50Z
2008
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
https://nasplib.isofts.kiev.ua/handle/123456789/4575
We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.
en
Інститут математики НАН України
On the rate of convergence of barrier option prices in binomial market to those in continuous time market
Article
published earlier
spellingShingle On the rate of convergence of barrier option prices in binomial market to those in continuous time market
Soloveiko, O.
Shevchenko, G.
title 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_short 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
url https://nasplib.isofts.kiev.ua/handle/123456789/4575
work_keys_str_mv AT soloveikoo ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket
AT shevchenkog ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket