Convergence rate of regime-switching trees (Q515751)

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Convergence rate of regime-switching trees
scientific article

    Statements

    title
    Convergence rate of regime-switching trees (English)
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    author
    Yong-Cai Geng
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    Sumit K. Garg
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    publication date
    16 March 2017
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    zbMATH Keywords
    regime-switching Black-Scholes
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    discretization
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    rate of convergence
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    Identifiers

    Mathematics Subject Classification ID
    41A25
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    65C50
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    65C20
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    zbMATH DE Number
    6695720
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    OpenAlex ID
    W2562755812
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