Error estimates for binomial approximations of game options

Yuri Kifer

doi:10.1214/105051606000000808

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Home > Journals > Ann. Appl. Probab. > Volume 16 > Issue 4 > Article

November 2006 Error estimates for binomial approximations of game options

Yuri Kifer

Ann. Appl. Probab. 16(4): 2273-2275 (November 2006). DOI: 10.1214/105051606000000808

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Ann. Appl. Probab.

Vol.16 • No. 4 • November 2006

Institute of Mathematical Statistics

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Yuri Kifer "Error estimates for binomial approximations of game options," The Annals of Applied Probability, Ann. Appl. Probab. 16(4), 2273-2275, (November 2006)

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