Achieving Smooth Asymptotics for the Prices of European...

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Achieving Smooth Asymptotics for the Prices of European Options in Binomial Trees

Joshi, Mark S.
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Year:
2006
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.928186
File:
PDF, 220 KB
english, 2006
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