Error estimates for binomial approximations of game options

Authors
Kifer, Yuri
Citation
Kifer, Yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 16(4), 2006, pp. 2273-2275
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
16
Issue
4
Year of publication
2006
Pages
2273 - 2275
Database
ACNP
SICI code