Convergence of Binomial Tree Methods for European/American Path-Dependent Options (Q4653901)

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scientific article; zbMATH DE number 2139915
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Convergence of Binomial Tree Methods for European/American Path-Dependent Options
scientific article; zbMATH DE number 2139915

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    Convergence of Binomial Tree Methods for European/American Path-Dependent Options (English)
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    1 March 2005
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    binomial tree method
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    European/American path-dependent options
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    convergence
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