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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| Datum: | 2008 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2008
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4575 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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| id |
nasplib_isofts_kiev_ua-123456789-4575 |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market |
| spellingShingle |
On the rate of convergence of barrier option prices in binomial market to those in continuous time market Soloveiko, O. Shevchenko, G. |
| 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 |
| author |
Soloveiko, O. Shevchenko, G. |
| author_facet |
Soloveiko, O. Shevchenko, G. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| description |
We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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. |
| work_keys_str_mv |
AT soloveikoo ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket AT shevchenkog ontherateofconvergenceofbarrieroptionpricesinbinomialmarkettothoseincontinuoustimemarket |
| first_indexed |
2025-12-07T19:04:02Z |
| last_indexed |
2025-12-07T19:04:02Z |
| _version_ |
1850877403458437120 |