✦ LIBER ✦

When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?

✍ Scribed by Friedrich Hubalek; Walter Schachermayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weak convergence of tree methods, to pri

✍ Nieuwenhuis, J.W. ;Vellekoop, M.H. 📂 Article 📅 2004 🏛 Springer ⚖ 222 KB

CONVERGENCE OF BARRIER OPTION PRICES IN

✍ Jhihrong Lin; Ken Palmer 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 606 KB

Calculating Value-at-Risk Using Option I

✍ Samit Ahlawat 📂 Article 📅 2012 🏛 John Wiley and Sons ⚖ 564 KB

Convergence of the Critical Price In the

✍ Damien Lamberton 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 454 KB

On convergence of a semi-analytical meth

✍ Xiaotie Deng; Yonggeng Gu; Shouyang Wang; Shunming Zhang 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 115 KB

Convergence analysis of a monotonic pena

✍ Kai Zhang; Xiaoqi Yang; Kok Lay Teo 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 196 KB