×

Found 4 Documents (Results 1–4)

Newest Citations Relevance
Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M.

Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. (Ukrainian, English) Zbl 1224.91158

Teor. Jmovirn. Mat. Stat. 81, 102-113 (2009); translation in Theory Probab. Math. Stat. 81, 117-130 (2010).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  91G20 91G80 60F17 60H07
PDFBibTeX XMLCite
\textit{O. M. Kulik} et al., Teor. Ĭmovirn. Mat. Stat. 81, 102--113 (2009; Zbl 1224.91158); translation in Theory Probab. Math. Stat. 81, 117--130 (2010)
Full Text: DOI
Solovejko, O. M.; Shevchenko, G. M.

On the rate of convergence of prices of barrier options with discrete and continuous time. (Ukrainian, English) Zbl 1224.91164

Teor. Jmovirn. Mat. Stat. 79, 155-161 (2008); translation in Theory Probab. Math. Stat. 79, 171-178 (2009).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  91G20 62P05 60G50 60F05
PDFBibTeX XMLCite
\textit{O. M. Solovejko} and \textit{G. M. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 79, 155--161 (2008; Zbl 1224.91164); translation in Theory Probab. Math. Stat. 79, 171--178 (2009)
Full Text: DOI
Mishura, Yu. S.; Solovejko, O. M.

Rate of convergence of the price of European options on a market for which the jump of the stock price is uniformly distributed over an interval. (Ukrainian, English) Zbl 1164.62424

Ukr. Mat. Zh. 60, No. 8, 1075-1086 (2008); translation in Ukr. Math. J. 60, No. 8, 1254-1269 (2008).
MSC:  62P05 91B28 62E20
PDFBibTeX XMLCite
\textit{Yu. S. Mishura} and \textit{O. M. Solovejko}, Ukr. Mat. Zh. 60, No. 8, 1075--1086 (2008; Zbl 1164.62424); translation in Ukr. Math. J. 60, No. 8, 1254--1269 (2008)
Full Text: DOI

Filter Results by …

Author

Serial

Year of Publication

Main Field