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Weak convergence for approximation of American option prices - MaRDI portal

Weak convergence for approximation of American option prices (Q2787488)

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scientific article; zbMATH DE number 6549908
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English
Weak convergence for approximation of American option prices
scientific article; zbMATH DE number 6549908

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    4 March 2016
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    Weak convergence for approximation of American option prices (English)
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