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Jiang, L.S. (2005) Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM Journal on Numerical Analysis, 42, 1899-1913. https://doi.org/10.1137/S0036142902409744

has been cited by the following article:

• TITLE: The Equation of Real Option Value under Trinomial Tree Model

  AUTHORS: Changsheng Dou, Li Wang, Chenxi Zhu

  KEYWORDS: Trinomial Tree Model, Binomial Tree Model, Equation of Real Option Value

  JOURNAL NAME: Open Journal of Social Sciences, Vol.5 No.3, March 13, 2017

  ABSTRACT: Trinomial tree model is excelled than binomial tree model in precision and calculation from an example. Triple Tree pricing error is much smaller, the result is simpler. By careful analysis, we conclude the real option value under trinomial tree model.