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"Convergence of the trinomial tree method for pricing European/American ..."

Jaemin Ahn, Minsu Song (2007)

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DOI: 10.1016/J.AMC.2006.11.132

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jaemin Ahn, Minsu Song:
Convergence of the trinomial tree method for pricing European/American options. Appl. Math. Comput. 189(1): 575-582 (2007)

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