Pricing the American put option: A detailed convergence analysis for binomial models
| Year of publication: |
1998
|
|---|---|
| Authors: | Leisen, Dietmar P. J. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 22.1998, 8-9, p. 1419-1444
|
| Publisher: |
Elsevier |