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

✍ 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
DOI: 10.1137/090746239

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