Convergence of Binomial Tree Methods for European/American...

Convergence of Binomial Tree Methods for European/American Path-Dependent Options

Jiang, Lishang, Dai, Min
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Volume:
42
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/s0036142902414220
Date:
January, 2004
File:
PDF, 188 KB
english, 2004
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