"Linear convergence of the default probability and the implied barrier by ..."

Yu-Ming Lu, Yuh-Dauh Lyuu (2026)

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DOI: 10.1016/J.CAM.2025.117038

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type: Journal Article

metadata version: 2025-10-15

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Yu-Ming Lu, Yuh-Dauh Lyuu:
Linear convergence of the default probability and the implied barrier by trees. J. Comput. Appl. Math. 475: 117038 (2026)

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