搜索结果: 1-2 共查到“经济学 binomial approximations”相关记录2条 . 查询时间(0.046 秒)
Error estimates for binomial approximations of game put options
Error estimates for binomial approximations of game put options
2012/9/13
A game or Israeli option is an American style option where both the writer and the holder have the right to terminate the contract before the expiration time. As shows the fair price for this option c...
Binomial Approximations for Barrier Options of Israeli Style
barrier game options Dynkin games shortfall risk binomial approximations Skorokhod embedding
2010/11/1
We show that prices and shortfall risks of game (Israeli) barrier options in a sequence of binomial approximations of the Black–Scholes (BS) market converge to the corresponding quantities for similar...