Correction. Error estimates for binomial approximations of game options

Details Correction. Error estimates for binomial approximations of game options Correction. Error estimates for binomial approximations of game options

2007-02-14

arxiv.org/abs/math/0702423v1

Annals of Applied Probability 2006, Vol. 16, No. 4, 2273-2275

Mathematics

Probability

Published at http://dx.doi.org/10.1214/105051606000000808 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051606000000808

Correction for Error estimates for binomial approximations of game options
[math.PR/0607123]

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