Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (Q2928491)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries
scientific article

    Statements

    Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (English)
    0 references
    0 references
    0 references
    7 November 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references