Another Correction. Error estimates for Binomial approximations of game options
Probability
2008-12-18 v1
Abstract
The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]
Keywords
Cite
@article{arxiv.0806.2782,
title = {Another Correction. Error estimates for Binomial approximations of game options},
author = {Yan Dolinsky and Yuri Kifer},
journal= {arXiv preprint arXiv:0806.2782},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AAP479 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)