On the Enhanced Convergence of Standard Lattice Methods for Option Pricing
Year of publication: |
2002
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Authors: | Widdicks, Martin ; Andricopoulos, Ari D. ; Newton, David P. ; Duck, Peter W. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 4, p. 315-338
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