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Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
2
Trinomial or binomial: Accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark
;
Tang, Robert
;
Yang, Chao
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10008277001
Saved in:
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