Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for multinomial approximations of American options in a class of jump diffusion models |
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Error estimates for multinomial approximations of American options in a class of jump diffusion models (English)
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3 January 2012
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optimal stopping
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american options
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jump diffusion model
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strong approximation theorems
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