"Convergence of the Binomial Tree Method for American Options in a ..."

Xiao-song Qian et al. (2005)

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DOI: 10.1137/S0036142902409744

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type: Journal Article

metadata version: 2024-10-06

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Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian:
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42(5): 1899-1913 (2005)

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