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On the rate of convergence of barrier option prices in binomial market to those in continuous time market

机译：二项式市场中障碍期权价格与连续时间市场中障碍期权价格的收敛速度

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摘要

We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.

机译：我们估计离散时间二项式市场中的障碍期权价格与连续时间二项式市场中的障碍期权价格的收敛速度。

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Soloveiko O.; Shevchenko G.;
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年度 2008
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原文格式 PDF
正文语种 en
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1. ON THE RATE OF CONVERGENCE OF PRICES OF BARRIER OPTIONS WITH DISCRETE AND CONTINUOUS TIME [J] . 0. M. SOLOVEYKO, G. M. SHEVCHENKO Theory of probability and mathematical statistics . 2008,第Null期

机译：离散和连续时间的障碍期权价格的收敛速度
2. On barrier option pricing in binomial market with transaction costs [J] . Chao Sun, Jing-Yang Yang, Sheng-Hong Li Applied mathematics and computation . 2007,第2期

机译：具有交易成本的二项式市场中的障碍期权定价
3. Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market [J] . Shvimer Yossi, Herbon Avi Journal of Economic Interaction and Coordination . 2020,第3期

机译：可贸易性，近额市场价格和预期利润：他们对异构市场中的选择定价二项式模型的测量
4. Price Competition in Spectrum Markets: How Accurate Is the Continuous Prices Approximation? [C] . Aditya MVS, Abhishek Raghuvanshi, Gaurav S. Kasbekar IEEE Vehicular Technology Conference . 2016

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5. Essays on Post-crisis Market Model, Levy Market Model for Inflation Rates, and Analytical Option Pricing under Heston Model. [D] . Gao, Yanhui. 2012

机译：危机后市场模型，通货膨胀率征费市场模型以及赫斯顿模型下的分析性期权定价的论文。
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On the rate of convergence of barrier option prices in binomial market to those in continuous time market

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