Convergence of the trinomial tree method for pricing...

Applied Mathematics and Computation 2007 Vol. 189; Iss. 1

Convergence of the trinomial tree method for pricing European/American options

Jaemin Ahn, Minsu Song
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Volume:
189
Year:
2007
Language:
english
Pages:
8
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2006.11.132
File:
PDF, 197 KB
english, 2007
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