Convergence of Binomial Tree Methods for European/American Path-Dependent Options
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Publication:4653901
DOI10.1137/S0036142902414220zbMath1159.91392OpenAlexW3123668884MaRDI QIDQ4653901
Publication date: 1 March 2005
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142902414220
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