Error estimates for binomial approximations of game options (Q997959)
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scientific article
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| English | Error estimates for binomial approximations of game options |
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Error estimates for binomial approximations of game options (English)
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8 August 2007
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game options
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Dynkin games
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complete markets
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binomial approximation
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Skorokhod embedding
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0.9027773141860962
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0.8939527869224548
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0.8693979978561401
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0.8560128808021545
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0.8034881353378296
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