Another Correction. Error estimates for Binomial approximations of game options

Details Another Correction. Error estimates for Binomial approximations of game options Another Correction. Error estimates for Binomial approximations of game options

2008-06-17

arxiv.org/abs/0806.2782v1

Annals of Applied Probability 2008, Vol. 18, No. 3, 1271-1277

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AAP479 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/07-AAP479

The Annals of Applied Probability 16 (2006) 984--1033 [URL:
http://projecteuclid.org/euclid.aoap/1151592257]

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