Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370)
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scientific article; zbMATH DE number 5994069
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| English | Error estimates for multinomial approximations of American options in a class of jump diffusion models |
scientific article; zbMATH DE number 5994069 |
Statements
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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0.8226715326309204
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0.7918734550476074
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0.7873854041099548
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0.7871276140213013
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