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    Statements

    author
    Fang-Run He
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    Shu-qiang Shan
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    publication date
    30 December 2014
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    zbMATH Keywords
    volatility option
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    lattice algorithm
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    GARCH option model
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    convergence
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H30
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    91G60
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    zbMATH DE Number
    6382794
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