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Binomial Approximation in Financial Models : Computational Simplicity and Convergence, Working Paper 92-01

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Li, Anlong. "Binomial Approximation in Financial Models : Computational Simplicity and Convergence, Working Paper 92-01," Working Paper (Federal Reserve Bank of Cleveland) (January 1992). https://fraser.stlouisfed.org/scribd/?item_id=494569&filepath=/files/docs/historical/frbclev/wp/frbclv_wp1992-01.pdf&start_page=1, accessed on September 21, 2017.

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Federal Reserve Bank of Cleveland

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