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On the rate of convergence of the binomial tree scheme for American options

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
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2003ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS73 cited
2002Brownian Optimal Stopping and Random Walks39 cited
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2010Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries15 cited

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