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3 Papers found for "Option Pricing (3)"

Continuity estimate of the optimal exercise boundary with respect to volatility for the american foreign exchange put option

Malkhaz Shashiashvili, Nasir Rehman, Sultan Hussain

Journal of Prime Research in Mathematics | 2012

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PRAGMETIC COMPARISION ANALYSIS OF ALTERNATIVE OPTION PRICING MODELS

Natasha Latif

Science International | 2023

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A Direct Justification of the Binomial Pricing Model as an Approximation of the Black-Scholes Formula

Xianggui Qu

Pakistan Journal of Statistics | 2010

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