Convergence rates of trinomial tree methods for option...

Applied Mathematics Letters 2015 / 01 Vol. 39

Convergence rates of trinomial tree methods for option pricing under regime-switching models

Ma, Jingtang, Zhu, Tengfei
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Volume:
39
Language:
english
Journal:
Applied Mathematics Letters
DOI:
10.1016/j.aml.2014.07.020
Date:
January, 2015
File:
PDF, 357 KB
english, 2015
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