"Convergence rate of regime-switching trees."

Guillaume Leduc, Xiangchen Zeng (2017)

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DOI: 10.1016/J.CAM.2016.12.033

access: closed

type: Journal Article

metadata version: 2020-10-26

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Guillaume Leduc, Xiangchen Zeng:
Convergence rate of regime-switching trees. J. Comput. Appl. Math. 319: 56-76 (2017)

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