Correction. Error estimates for binomial approximations of game options

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DOI10.1214/105051606000000808MaRDI QIDQ6478786zbMATH OpenFDO

Authors Yuri Kifer

Publication date 14 February 2007

Full work available at URL https://doi.org/10.1214/105051606000000808




Abstract: Correction for Error estimates for binomial approximations of game options [math.PR/0607123]












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