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The rate of convergence of the binomial tree scheme |
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| Authors: | John B. Walsh |
| Affiliation: | (1) Department of Mathematics, University of British Columbia, Vancouver B.C. V6T 1Y4, Canada (e-mail: walsh@math.ubc.ca) , CA |
| Abstract: | |
| Keywords: | : Tree scheme options rate of convergence Skorokhod embedding |
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