On the rate of convergence of the binomial tree scheme for American options

Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian. On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik, 107(2):333-352, 2007. [doi]

Authors

Jin Liang

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Bei Hu

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Lishang Jiang

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Baojun Bian

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