Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the binomial tree method for Asian options in jump-diffusion models |
scientific article |
Statements
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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