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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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Bibliographic Details
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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