Publié le : 2008-06-15
Classification:
Game options,
Dynkin games,
binomial approximation,
Skorokhod embedding,
91B28,
60F15,
91A05
@article{1211819801,
author = {Dolinsky, Yan and Kifer, Yuri},
title = {Error estimates for binomial approximations of game options},
journal = {Ann. Appl. Probab.},
volume = {18},
number = {1},
year = {2008},
pages = { 1271-1277},
language = {en},
url = {http://dml.mathdoc.fr/item/1211819801}
}
Dolinsky, Yan; Kifer, Yuri. Error estimates for binomial approximations of game options. Ann. Appl. Probab., Tome 18 (2008) no. 1, pp. 1271-1277. http://gdmltest.u-ga.fr/item/1211819801/