The optimal-drift model: an accelerated binomial scheme (Q1936831)
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| Language | Label | Description | Also known as |
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| English | The optimal-drift model: an accelerated binomial scheme |
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The optimal-drift model: an accelerated binomial scheme (English)
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7 February 2013
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binomial model
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Black-Scholes model
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option pricing
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accelerated convergence
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weak convergence
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