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Error estimates for binomial approximations of game options
Authors
Dolinsky, Yan
Kifer,Yuri
Citation
Dolinsky, Yan et Kifer,yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 18(3), 2008, pp. 1271-1277
Journal title
Annals of applied probability
→
ACNP
ISSN journal
10505164
Volume
18
Issue
3
Year of publication
2008
Pages
1271 - 1277
Database
ACNP
SICI code