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Rate of convergence of trinomial formula to Black-Scholes formula - MaRDI portal

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Rate of convergence of trinomial formula to Black-Scholes formula

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Publication:6589416

DOI10.1016/J.SPL.2024.110167zbMATH Open1545.60031MaRDI QIDQ6589416

Author name not available (Why is that?)

Publication date: 19 August 2024

Published in: (Search for Journal in Brave)




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