Error estimates for binomial approximations of game options (The Annals of Applied Probability (2006) 16 (984-1033) DOI:10.1214/1050516000000088)

Yan Dolinsky^*, Yuri Kifer

^*Corresponding author for this work

Research output: Contribution to journal › Comment/debate

1 Scopus citations

1 Citations
1 Article

1 results

Filter

2006
Error estimates for binomial approximations of game options
Kifer, Y., May 2006, In: Annals of Applied Probability. 16, 2, p. 984-1033 50 p.
Research output: Contribution to journal › Article › peer-review

Open Access
16 Scopus citations