"Convergence rates of trinomial tree methods for option pricing under ..."

Jingtang Ma, Tengfei Zhu (2015)

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DOI: 10.1016/J.AML.2014.07.020

access: closed

type: Journal Article

metadata version: 2017-05-26

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Jingtang Ma, Tengfei Zhu:
Convergence rates of trinomial tree methods for option pricing under regime-switching models. Appl. Math. Lett. 39: 13-18 (2015)

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