Convergence rate of regime-switching trees

Considering a general class of regime-switching geometric random walks and a broad class of piecewise twice differentiable payoff functions, we show that convergence of option prices occurs at a speed of order (-ᵝ), where β = 1∕2 when the payoff is discontinuous and β = 1 otherwise.

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Leduc, Guillaume (author)
مؤلفون آخرون: Zeng, Xiangchen (author)
التنسيق: article
منشور في: 2016
الموضوعات:
الوصول للمادة أونلاين:http://hdl.handle.net/11073/16663
الوسوم: إضافة وسم
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author Leduc, Guillaume
author2 Zeng, Xiangchen
author2_role author
author_facet Leduc, Guillaume
Zeng, Xiangchen
author_role author
dc.creator.none.fl_str_mv Leduc, Guillaume
Zeng, Xiangchen
dc.date.none.fl_str_mv 2016
2020-06-02T08:10:44Z
2020-06-02T08:10:44Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv Leduc, Guillaume, and Zeng, Xiangchen. "Convergence rate of regime-switching trees." Journal of Computational and Applied Mathematics 319 (2017): 56-76. doi: 10.1016/j.cam.2016.12.033.
0377-0427
http://hdl.handle.net/11073/16663
10.1016/j.cam.2016.12.033
dc.language.none.fl_str_mv en_US
dc.publisher.none.fl_str_mv Elseveir
dc.relation.none.fl_str_mv https://doi.org/10.1016/j.cam.2016.12.033
dc.subject.none.fl_str_mv Regime-switching Black–Scholes
Discretization
Rate of convergence
dc.title.none.fl_str_mv Convergence rate of regime-switching trees
dc.type.none.fl_str_mv Peer-Reviewed
Published version
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description Considering a general class of regime-switching geometric random walks and a broad class of piecewise twice differentiable payoff functions, we show that convergence of option prices occurs at a speed of order (-ᵝ), where β = 1∕2 when the payoff is discontinuous and β = 1 otherwise.
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identifier_str_mv Leduc, Guillaume, and Zeng, Xiangchen. "Convergence rate of regime-switching trees." Journal of Computational and Applied Mathematics 319 (2017): 56-76. doi: 10.1016/j.cam.2016.12.033.
0377-0427
10.1016/j.cam.2016.12.033
language_invalid_str_mv en_US
network_acronym_str aus
network_name_str aus
oai_identifier_str oai:repository.aus.edu:11073/16663
publishDate 2016
publisher.none.fl_str_mv Elseveir
repository.mail.fl_str_mv
repository.name.fl_str_mv
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spelling Convergence rate of regime-switching treesLeduc, GuillaumeZeng, XiangchenRegime-switching Black–ScholesDiscretizationRate of convergenceConsidering a general class of regime-switching geometric random walks and a broad class of piecewise twice differentiable payoff functions, we show that convergence of option prices occurs at a speed of order (-ᵝ), where β = 1∕2 when the payoff is discontinuous and β = 1 otherwise.Elseveir2020-06-02T08:10:44Z2020-06-02T08:10:44Z2016Peer-ReviewedPublished versioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfLeduc, Guillaume, and Zeng, Xiangchen. "Convergence rate of regime-switching trees." Journal of Computational and Applied Mathematics 319 (2017): 56-76. doi: 10.1016/j.cam.2016.12.033.0377-0427http://hdl.handle.net/11073/1666310.1016/j.cam.2016.12.033en_UShttps://doi.org/10.1016/j.cam.2016.12.033oai:repository.aus.edu:11073/166632024-08-22T12:01:51Z
spellingShingle Convergence rate of regime-switching trees
Leduc, Guillaume
Regime-switching Black–Scholes
Discretization
Rate of convergence
status_str publishedVersion
title Convergence rate of regime-switching trees
title_full Convergence rate of regime-switching trees
title_fullStr Convergence rate of regime-switching trees
title_full_unstemmed Convergence rate of regime-switching trees
title_short Convergence rate of regime-switching trees
title_sort Convergence rate of regime-switching trees
topic Regime-switching Black–Scholes
Discretization
Rate of convergence
url http://hdl.handle.net/11073/16663