Achieving Higher Order Convergence for the Prices of European Options in Binomial Trees

SSRN Electronic Journal ◽

10.2139/ssrn.976561 ◽

2007 ◽

Author(s):

Mark S. Joshi

Keyword(s):

Higher Order ◽

European Options ◽

Order Convergence ◽

Binomial Trees ◽

Higher Order Convergence

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ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES

Mathematical Finance ◽

10.1111/j.1467-9965.2009.00390.x ◽

2010 ◽

Vol 20 (1) ◽

pp. 89-103 ◽

Author(s):

Mark S. Joshi

Keyword(s):

Higher Order ◽

European Options ◽

Order Convergence ◽

Binomial Trees ◽

Higher Order Convergence

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A note on initial higher-order convergence results for boundary element methods with approximated boundary conditions

Numerical Methods for Partial Differential Equations ◽

10.1002/1098-2426(200011)16:6<581::aid-num5>3.0.co;2-q ◽

2000 ◽

Vol 16 (6) ◽

pp. 581-588 ◽

Author(s):

Olaf Steinbach

Keyword(s):

Boundary Conditions ◽

Boundary Element ◽

Higher Order ◽

Boundary Element Methods ◽

Order Convergence ◽

Convergence Results ◽

Higher Order Convergence

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On Quasi-Monte Carlo Rules Achieving Higher Order Convergence

Monte Carlo and Quasi-Monte Carlo Methods 2008 ◽

10.1007/978-3-642-04107-5_5 ◽

2009 ◽

pp. 73-96 ◽

Author(s):

Josef Dick

Keyword(s):

Monte Carlo ◽

Higher Order ◽

Order Convergence ◽

Quasi Monte Carlo ◽

Higher Order Convergence

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New Higher-Order Convergence Properties for Multivariable Model Reference Adaptive Control Systems

2019 American Control Conference (ACC) ◽

10.23919/acc.2019.8814796 ◽

2019 ◽

Author(s):

Ge Song ◽

Gang Tao

Keyword(s):

Adaptive Control ◽

Control Systems ◽

Model Reference Adaptive Control ◽

Higher Order ◽

Order Convergence ◽

Multivariable Model ◽

Convergence Properties ◽

Adaptive Control Systems ◽

Model Reference Adaptive ◽

Higher Order Convergence

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Higher order convergence rates for Bregman iterated variational regularization of inverse problems

Numerische Mathematik ◽

10.1007/s00211-018-0987-x ◽

2018 ◽

Vol 141 (1) ◽

pp. 215-252 ◽

Author(s):

Benjamin Sprung ◽

Thorsten Hohage

Keyword(s):

Inverse Problems ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Variational Regularization

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Higher Order Convergence Results for the Rayleigh–Ritz Method Applied to Eigenvalue Problems. I: Estimates Relating Rayleigh–Ritz and Galerkin Approximations to Eigenfunctions

SIAM Journal on Numerical Analysis ◽

10.1137/0709014 ◽

1972 ◽

Vol 9 (1) ◽

pp. 137-151 ◽

Author(s):

J. G. Pierce ◽

R. S. Varga

Keyword(s):

Eigenvalue Problems ◽

Ritz Method ◽

Higher Order ◽

Order Convergence ◽

Convergence Results ◽

Galerkin Approximations ◽

Higher Order Convergence

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Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

Numerische Mathematik ◽

10.1007/s00211-008-0200-8 ◽

2008 ◽

Vol 112 (1) ◽

pp. 41-64 ◽

Author(s):

A. Jentzen ◽

P. E. Kloeden ◽

A. Neuenkirch

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Pathwise Approximation

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The iterative methods with higher order convergence for solving a system of nonlinear equations

The Journal of Nonlinear Sciences and Applications ◽

10.22436/jnsa.010.07.37 ◽

2017 ◽

Vol 10 (07) ◽

pp. 3834-3842

Author(s):

Zhongyuan Chen ◽

Xiaofang Qiu ◽

Songbin Lin ◽

Baoguo Chen

Keyword(s):

Iterative Methods ◽

Nonlinear Equations ◽

Higher Order ◽

System Of Nonlinear Equations ◽

Order Convergence ◽

Higher Order Convergence

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ITERATIVE METHOD WITH HIGHER-ORDER CONVERGENCE FOR SCALAR EQUATIONS

International Journal of Pure and Apllied Mathematics ◽

10.12732/ijpam.v107i1.18 ◽

2016 ◽

Vol 107 (1) ◽

Author(s):

Y.C. Kwun ◽

A. Rafiq ◽

S. Ahmad ◽

S.M. Kang

Keyword(s):

Iterative Method ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Scalar Equations

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Second- and higher-order convergence in linear and nonlinear multiconfigurational Hartree-Fock theory

International Journal of Quantum Chemistry ◽

10.1002/qua.560240104 ◽

1983 ◽

Vol 24 (1) ◽

pp. 25-60 ◽

Author(s):

Jeppe Olsen ◽

Poul J?rgensen ◽

Danny L. Yeager

Keyword(s):

Higher Order ◽

Order Convergence ◽

Hartree Fock ◽

Linear And Nonlinear ◽

Higher Order Convergence

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