Error estimates for binomial approximations of game options

Yan Dolinsky; Yuri Kifer

doi:10.1214/07-AAP479

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Home > Journals > Ann. Appl. Probab. > Volume 18 > Issue 3 > Article

June 2008 Error estimates for binomial approximations of game options

Yan Dolinsky, Yuri Kifer

Ann. Appl. Probab. 18(3): 1271-1277 (June 2008). DOI: 10.1214/07-AAP479

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Ann. Appl. Probab.

Vol.18 • No. 3 • June 2008

Institute of Mathematical Statistics

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Yan Dolinsky, Yuri Kifer "Error estimates for binomial approximations of game options," The Annals of Applied Probability, Ann. Appl. Probab. 18(3), 1271-1277, (June 2008)

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