Error estimates for binomial approximations of game options
Kifer, Yuri
Ann. Appl. Probab., Tome 16 (2006) no. 1, p. 2273-2275 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Publié le : 2006-11-14
Classification:  
@article{1169065226,
     author = {Kifer, Yuri},
     title = {Error estimates for binomial approximations of game options},
     journal = {Ann. Appl. Probab.},
     volume = {16},
     number = {1},
     year = {2006},
     pages = { 2273-2275},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1169065226}
}

Kifer, Yuri. Error estimates for binomial approximations of game options. Ann. Appl. Probab., Tome 16 (2006) no. 1, pp.  2273-2275. http://gdmltest.u-ga.fr/item/1169065226/