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

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

Lishang Jiang and Min Dai
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Volume:
42
Year:
2005
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/4101069
File:
PDF, 440 KB
english, 2005
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