On the analytical/numerical pricing of American put options...

On the analytical/numerical pricing of American put options against binomial tree prices

Joshi, Mark, Staunton, Mike
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.649602
Date:
January, 2012
File:
PDF, 192 KB
english, 2012
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