4. Mathematics
  5. Probability

Yan Dolinsky

Mathematics – Probability

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Another Correction. Error estimates for Binomial approximations of game options

Mathematics – Probability
Scientific paper

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Applications of weak convergence for hedging of game options

Mathematics – Probability
Scientific paper

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Binomial Approximations for Barrier Options of Israeli Style

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Binomial approximations of shortfall risk for game options

Mathematics – Probability
Scientific paper

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Duality and Convergence for Binomial Markets with Friction

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Profile ID: LFWR-SCP-P-149662

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