Error estimates for binomial approximations of game options

Annals of Applied Probability

Volumn 16, Issue 2, 2006, Pages 984-1033

  Kifer, Yuri ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Binomial approximation; Complete markets; Dynkin games; Game options; Skorokhod embedding

Indexed keywords

EID: 33746882871     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000088     Document Type: Article

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