Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (Q2928491): Difference between revisions
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scientific article
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English | Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries |
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Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (English)
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7 November 2014
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