On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069)

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On the analytical/numerical pricing of American put options against binomial tree prices
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    title
    On the analytical/numerical pricing of American put options against binomial tree prices (English)
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    author
    Mark S. Joshi
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    Mike Staunton
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    publication date
    25 June 2012
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    90C39
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    zbMATH DE Number
    6049732
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