Title of article :
Pricing the American put option: A detailed convergence analysis for binomial models
Author/Authors :
Dietmar P. J. Leisen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Keywords :
ControlVariate technique , Binomial model , Order of convergence , Smoothing , Extrapolation
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
