✦ LIBER ✦

CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL

✍ Scribed by Jhihrong Lin; Ken Palmer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing the American put option: A detai

✍ Dietmar P.J. Leisen 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 414 KB

ACHIEVING HIGHER ORDER CONVERGENCE FOR T

✍ Mark S. Joshi 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB

Smooth convergence in the binomial model

✍ Lo-Bin Chang; Ken Palmer 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 196 KB

On the option pricing for a generalizati

✍ D. E. Kascheev 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 316 KB

A multiperiod binomial model for pricing

✍ Silvia Muzzioli; Costanza Torricelli 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 491 KB

Using Real Options Theory to Irrigation

✍ Anastasios Michailidis; Konstadinos Mattas 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 373 KB