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• Convergence of the Explicit Difference Scheme and the Binomial Tree Method for American Options

  Lishang Jiang, Min Dai

  2004-06-02

  33174 3267 Pages:371-380

• Finite Difference Approximation for Pricing the American Lookback Option

  Tie Zhang, Shuhua Zhang & Danmei Zhu

  2009-08-02

  33532 3394 Pages:484-494