On the rate of convergence of the binomial tree scheme for American options.

Jin Liang Bei Hu Lishang Jiang Baojun Bian

Published in: Numerische Mathematik (2007)

Keyphrases

tree structure
united states
learning scheme
learning automata
probability distribution
tree construction
blocking probability
data structure
xml documents
convergence speed
detection scheme
iterative algorithms
pruning algorithm
allocation scheme
hierarchical tree
backpropagation learning algorithm