CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS1
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Publication:4372039
DOI10.1111/j.1467-9965.1994.tb00059.xzbMath0884.90012OpenAlexW2096554972MaRDI QIDQ4372039
Publication date: 5 April 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/75553
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