Title of article
Pricing the American put option: A detailed convergence analysis for binomial models
Author/Authors
Dietmar P. J. Leisen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
26
From page
1419
To page
1444
Keywords
ControlVariate technique , Binomial model , Order of convergence , Smoothing , Extrapolation
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237560
Link To Document