A Further Analysis of the Convergence Rates and Patterns of the Binomial Models

Chung, S.-L., & Shih, P.-T. (2010). A Further Analysis of the Convergence Rates and Patterns of the Binomial Models. In Handbook of Quantitative Finance and Risk Management (pp. 505–513). Springer US. https://doi.org/10.1007/978-0-387-77117-5_34