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Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

✍ Scribed by Qian, Xiao-song; Xu, Cheng-long; Jiang, Li-shang; Bian, Bao-jun


Book ID
118190347
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
190 KB
Volume
42
Category
Article
ISSN
0036-1429

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