Convergence rate of regime-switching trees (Q515751): Difference between revisions
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| Property / DOI: 10.1016/J.CAM.2016.12.033 / rank | |||
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Latest revision as of 20:07, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of regime-switching trees |
scientific article |
Statements
Convergence rate of regime-switching trees (English)
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16 March 2017
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regime-switching Black-Scholes
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discretization
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rate of convergence
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