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This study investigates the convergence patterns and the rates of convergence of binomial Greeks for the CRR model and several smooth price convergence models in the literature, including the binomial Black–Scholes (BBS) model of Broadie M and Detemple J (<link href="#bib1">1996</link>), the flexible binomial model...
Persistent link: https://www.econbiz.de/10011197262