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

✍ Scribed by Jiang, Lishang; Dai, Min

Book ID: 118190359
Publisher: Society for Industrial and Applied Mathematics
Year: 2004
Tongue: English
Weight: 188 KB
Volume: 42
Category: Article
ISSN: 0036-1429
DOI: 10.1137/s0036142902414220

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