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Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries

โœ Scribed by Liang, Jin; Hu, Bei; Jiang, Lishang


Book ID
118203588
Publisher
Society for Industrial and Applied Mathematics
Year
2010
Tongue
English
Weight
446 KB
Volume
1
Category
Article
ISSN
1945-497X

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