"Improving speed of convergence for the prices of European options in ..."

Xiaoyong Xiao (2010)

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DOI: 10.1016/J.AMC.2010.03.111

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xiaoyong Xiao:
Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps. Appl. Math. Comput. 216(9): 2659-2670 (2010)

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