"The rate of convergence of the binomial tree scheme."

John B. Walsh (2003)

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DOI: 10.1007/S007800200094

access: closed

type: Journal Article

metadata version: 2020-07-22

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John B. Walsh:
The rate of convergence of the binomial tree scheme. Finance Stochastics 7(3): 337-361 (2003)

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