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]
@article{LiangHJB07,
title = {On the rate of convergence of the binomial tree scheme for American options},
author = {Jin Liang and Bei Hu and Lishang Jiang and Baojun Bian},
year = {2007},
doi = {10.1007/s00211-007-0091-0},
url = {http://dx.doi.org/10.1007/s00211-007-0091-0},
researchr = {https://researchr.org/publication/LiangHJB07},
cites = {0},
citedby = {0},
journal = {Numerische Mathematik},
volume = {107},
number = {2},
pages = {333-352},
}