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Workinn Pa~er 9201 BINOMIAL APPROXIMATION IN FINANCIAL MODELS: COMPUTATIONAL SIMPLICITY AND CONVERGENCE
by
Anlong Li
BibTeX
@MISC{Li_workinnpa~er,
author = {Anlong Li},
title = {Workinn Pa~er 9201 BINOMIAL APPROXIMATION IN FINANCIAL MODELS: COMPUTATIONAL SIMPLICITY AND CONVERGENCE},
year = {}
}
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Abstract
author would like to thank Peter Ritchken and James Thomson for helpful comments and suggestions. He retains sole responsibility for any remaining errors. Working papers of the Federal Reserve Bank of Cleveland are preliminary materials circulated to stimulate discussion and critical comment. The views stated herein are those of the author and not necessarily those of the Federal Reserve Bank of Cleveland or of the Board of Governors of the Federal Reserve System.
