Pages that link to "Item:Q2928491"
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The following pages link to Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (Q2928491):
Displaying 3 items.
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)