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Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model
Xiao-Song Qian, Cheng-Long Xu, Li-Shang Jiang and Bao-Jun BianVolume:
42
Year:
2005
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/4101368
File:
PDF, 359 KB
english, 2005