The rate of convergence of the binomial tree scheme
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Publication:1776001
DOI10.1007/s007800200094zbMath1062.91027OpenAlexW2035101758MaRDI QIDQ1776001
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800200094
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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