Ralf Korn, Stefanie Müller. The optimal-drift model: an accelerated binomial scheme. Finance and Stochastics, 17(1):135-160, 2013. [doi]
@article{KornM13,
title = {The optimal-drift model: an accelerated binomial scheme},
author = {Ralf Korn and Stefanie Müller},
year = {2013},
doi = {10.1007/s00780-012-0179-y},
url = {http://dx.doi.org/10.1007/s00780-012-0179-y},
researchr = {https://researchr.org/publication/KornM13},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {17},
number = {1},
pages = {135-160},
}