The following publications are possibly variants of this publication:
- Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free BoundariesJin Liang, Bei Hu, Lishang Jiang. siamfm, 1(1):30-65, 2010. [doi]
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree methodKwang Ik Kim, Hyun Suk Park, Xiao-song Qian. jcam, 235(17):5140-5154, 2011. [doi]
- Convergence of Binomial Tree Methods for European/American Path-Dependent OptionsLishang Jiang, Min Dai. siamnum, 42(3):1094-1109, 2004. [doi]
- On the rate of convergence of the binomial tree scheme for American optionsJin Liang, Bei Hu, Lishang Jiang, Baojun Bian. nm, 107(2):333-352, 2007. [doi]