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: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2008
|
| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4575 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| 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| _version_ | 1862727624395063296 |
|---|---|
| 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 |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4575 |
| 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 |