Pricing the American put option: A detailed convergence analysis for binomial models
| Year of publication: |
1998
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|---|---|
| Authors: | Leisen, Dietmar P.J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 22.1998, 8-9, p. 1419-1444
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