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

dc.contributor.author	Soloveiko, O.
dc.contributor.author	Shevchenko, G.
dc.date.accessioned	2009-12-07T15:39:50Z
dc.date.available	2009-12-07T15:39:50Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4575
dc.description.abstract	We estimate the rate of convergence of barrier option price in a discrete time binomial market to such in a continuous time market.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On the rate of convergence of barrier option prices in binomial market to those in continuous time market	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US