The rate of convergence of the binomial tree scheme (English)
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In:
Finance and Stochastics
;
7
, 3
;
337-361
;
2003
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ISSN:
- Article (Journal) / Print
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Title:The rate of convergence of the binomial tree scheme
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Contributors:Walsh, J.B. ( author )
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Published in:Finance and Stochastics ; 7, 3 ; 337-361
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Publisher:
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Publication date:2003
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Size:25 Seiten, 10 Quellen
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
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Keywords:
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Source:
Table of contents – Volume 7, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 277
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A semilinear Black and Scholes partial differential equation for valuing American optionsBenth, Fred E. / Karlsen, Kenneth H. / Reikvam, Kristin et al. | 2003
- 299
-
Optimal investment for investors with state dependent income, and for insurersHipp, Christian / Plum, Michael et al. | 2003
- 323
-
Modeling the term structure of interest rates with general short-rate modelsTakamizawa, Hideyuki / Shoji, Isao et al. | 2003
- 337
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The rate of convergence of the binomial tree schemeWalsh, John B. et al. | 2003
- 363
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On a test for a parametric form of volatility in continuous time financial modelsDette, Holger / von Lieres und Wilkau, Carsten et al. | 2003
- 385
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A semimartingale BSDE related to the minimal entropy martingale measureMania, Michael / Santacroce, Marina / Tevzadze, Revaz et al. | 2003
- 403
-
On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage propertyKabanov, Yuri / Rásonyi, Miklós / Stricker, Christophe et al. | 2003
- 413
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A clarification note about hitting times densities for Ornstein-Uhlenbeck processesGöing-Jaeschke, Anja / Yor, Marc et al. | 2003