Rate of convergence of option prices by using the method of...

Rate of convergence of option prices by using the method of pseudomoments

Mishura, Yu. S., Munchak, E. Yu.
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Volume:
92
Language:
english
Journal:
Theory of Probability and Mathematical Statistics
DOI:
10.1090/tpms/987
Date:
August, 2016
File:
PDF, 253 KB
english, 2016
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