Mei Xing

Oklahoma State University

Dr.

Stillwater, OK

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A Weak Convergence for Approximation of American Option Prices

Number of pages: 34 Posted: 09 Feb 2010
Weiping Li and Mei Xing
Civil Aviation Flight University of China and Oklahoma State University
Downloads 61 (475,437)

Abstract:

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American option, convergence in distribution, Lévy process, Skorokhod representation theorem