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"On the rate of convergence of the binomial tree scheme for American options."

Jin Liang et al. (2007)

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DOI: 10.1007/S00211-007-0091-0

access: closed

type: Journal Article

metadata version: 2023-08-28

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Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian:
On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik 107(2): 333-352 (2007)

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