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