Correction: Error estimates for binomial approximations of game options
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Publication:930687
DOI10.1214/07-AAP479zbMATH Open1142.91516arXiv0806.2782MaRDI QIDQ930687FDOQ930687
Authors: Yan Dolinsky, Yuri Kifer 
Publication date: 1 July 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]
Full work available at URL: https://arxiv.org/abs/0806.2782
Derivative securities (option pricing, hedging, etc.) (91G20) Strong limit theorems (60F15) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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