Error Estimates for Multinomial Approximations of American Options in Merton's Model
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- Schwartz, Eduardo S & Tebaldi, Claudio, 2004. "Illiquid Assets and Optimal Portfolio Choice," University of California at Los Angeles, Anderson Graduate School of Management qt7q65t12x, Anderson Graduate School of Management, UCLA.
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- NEP-ALL-2010-04-17 (All new papers)
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