A probabilistic interpretation of the ΞΈ-
β
Per HΓΆrfelt
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Article
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2003
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Elsevier Science
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English
β 109 KB
This paper gives a probabilistic interpretation of a class of ΓΏnite di erence schemes often referred to as the Γ-method. In particular, the present paper shows that for some parameter values the Γ-method can been seen as a binomial tree with a random time.