Convergence rate of the binomial tree scheme for continuously paying options

Continuously Paying Options (CPOs) form a very natural class of derivatives for hedging risks coming from adverse movements of a continuously traded asset. We study the rate of convergence of CPOs evaluated under the binomial tree scheme when the payout function is piecewise C(2) subject to some bou...

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Main Author: Leduc, Guillaume (author)
Format: article
Published: 2012
Online Access:http://hdl.handle.net/11073/16669
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author Leduc, Guillaume
author_facet Leduc, Guillaume
author_role author
dc.creator.none.fl_str_mv Leduc, Guillaume
dc.date.none.fl_str_mv 2012
2020-06-02T10:39:24Z
2020-06-02T10:39:24Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv Leduc, Guillaume. "Convergence rate of the binomial tree scheme for continuously paying options." Annales des sciences mathématiques du Québec 36, no. 1 (June 2012): 155-168.
0707-9109
http://hdl.handle.net/11073/16669
dc.language.none.fl_str_mv en_US
dc.publisher.none.fl_str_mv Université du Québec à Montréal
dc.relation.none.fl_str_mv http://www.labmath.uqam.ca/~annales/volumes/36-1/PDF/155-168.pdf
dc.title.none.fl_str_mv Convergence rate of the binomial tree scheme for continuously paying options
dc.type.none.fl_str_mv Peer-Reviewed
Published version
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description Continuously Paying Options (CPOs) form a very natural class of derivatives for hedging risks coming from adverse movements of a continuously traded asset. We study the rate of convergence of CPOs evaluated under the binomial tree scheme when the payout function is piecewise C(2) subject to some boundedness conditions. We show that if is continuous, the rate of convergence is ¯¹ while it is n¯¹/² if is discontinuous.
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identifier_str_mv Leduc, Guillaume. "Convergence rate of the binomial tree scheme for continuously paying options." Annales des sciences mathématiques du Québec 36, no. 1 (June 2012): 155-168.
0707-9109
language_invalid_str_mv en_US
network_acronym_str aus
network_name_str aus
oai_identifier_str oai:repository.aus.edu:11073/16669
publishDate 2012
publisher.none.fl_str_mv Université du Québec à Montréal
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
spelling Convergence rate of the binomial tree scheme for continuously paying optionsLeduc, GuillaumeContinuously Paying Options (CPOs) form a very natural class of derivatives for hedging risks coming from adverse movements of a continuously traded asset. We study the rate of convergence of CPOs evaluated under the binomial tree scheme when the payout function is piecewise C(2) subject to some boundedness conditions. We show that if is continuous, the rate of convergence is ¯¹ while it is n¯¹/² if is discontinuous.Université du Québec à Montréal2020-06-02T10:39:24Z2020-06-02T10:39:24Z2012Peer-ReviewedPublished versioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfLeduc, Guillaume. "Convergence rate of the binomial tree scheme for continuously paying options." Annales des sciences mathématiques du Québec 36, no. 1 (June 2012): 155-168.0707-9109http://hdl.handle.net/11073/16669en_UShttp://www.labmath.uqam.ca/~annales/volumes/36-1/PDF/155-168.pdfoai:repository.aus.edu:11073/166692024-08-22T12:02:14Z
spellingShingle Convergence rate of the binomial tree scheme for continuously paying options
Leduc, Guillaume
status_str publishedVersion
title Convergence rate of the binomial tree scheme for continuously paying options
title_full Convergence rate of the binomial tree scheme for continuously paying options
title_fullStr Convergence rate of the binomial tree scheme for continuously paying options
title_full_unstemmed Convergence rate of the binomial tree scheme for continuously paying options
title_short Convergence rate of the binomial tree scheme for continuously paying options
title_sort Convergence rate of the binomial tree scheme for continuously paying options
url http://hdl.handle.net/11073/16669