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"Convergence of Binomial Tree Methods for European/American Path-Dependent ..."

Lishang Jiang, Min Dai (2004)

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DOI: 10.1137/S0036142902414220

access: closed

type: Journal Article

metadata version: 2020-05-11

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Lishang Jiang, Min Dai:
Convergence of Binomial Tree Methods for European/American Path-Dependent Options. SIAM J. Numer. Anal. 42(3): 1094-1109 (2004)

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