Error Estimates for Multinomial Approximations of American Options in a Class of Jump Diffusion Models
Metadata only
Autor(in)
Datum
2011Typ
- Journal Article
ETH Bibliographie
yes
Altmetrics
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
StochasticsBand
Seiten / Artikelnummer
Verlag
Taylor & FrancisThema
Optimal stopping; American options; Jump diffusion model; Strong approximation theoremsOrganisationseinheit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
03658 - Schweizer, Martin / Schweizer, Martin
Zugehörige Publikationen und Daten
Is new version of: http://hdl.handle.net/20.500.11850/28162
Anmerkungen
Received 8 November 2009, Final version received 10 August 2010, Available online 10 October 2011.ETH Bibliographie
yes
Altmetrics