Correction. Error estimates for binomial approximations of game options
Probability
2008-12-10 v1 Computational Finance
Abstract
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]
Keywords
Cite
@article{arxiv.math/0702423,
title = {Correction. Error estimates for binomial approximations of game options},
author = {Yuri Kifer},
journal= {arXiv preprint arXiv:math/0702423},
year = {2008}
}
Comments
Published at http://dx.doi.org/10.1214/105051606000000808 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)