Error estimates for binomial approximations of game options (Q997959)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Error estimates for binomial approximations of game options |
scientific article; zbMATH DE number 5178116
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Error estimates for binomial approximations of game options |
scientific article; zbMATH DE number 5178116 |
Statements
Error estimates for binomial approximations of game options (English)
0 references
8 August 2007
0 references
game options
0 references
Dynkin games
0 references
complete markets
0 references
binomial approximation
0 references
Skorokhod embedding
0 references
0 references
0.9027773141860962
0 references
0.8939527869224548
0 references
0.8693979978561401
0 references
0.8560128808021545
0 references
0.8034881353378296
0 references
