Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917): Difference between revisions

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Latest revision as of 17:02, 25 June 2024

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Convergence of the binomial tree method for Asian options in jump-diffusion models
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    Convergence of the binomial tree method for Asian options in jump-diffusion models (English)
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    10 April 2007
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    binomial tree method
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    Asian option
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    jump-diffusion model
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    viscosity solution
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