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dc.contributor.author
Dolinsky, Yan
dc.date.accessioned
2017-06-09T17:24:41Z
dc.date.available
2017-06-09T17:24:41Z
dc.date.issued
2011
dc.identifier.issn
1744-2508
dc.identifier.issn
0090-9491
dc.identifier.issn
1744-2516
dc.identifier.other
10.1080/17442508.2010.515309
dc.identifier.uri
http://hdl.handle.net/20.500.11850/41751
dc.language.iso
en
dc.publisher
Taylor & Francis
dc.subject
Optimal stopping
dc.subject
American options
dc.subject
Jump diffusion model
dc.subject
Strong approximation theorems
dc.title
Error Estimates for Multinomial Approximations of American Options in a Class of Jump Diffusion Models
dc.type
Journal Article
ethz.journal.title
Stochastics
ethz.journal.volume
83
ethz.pages.start
415
ethz.pages.end
429
ethz.notes
Received 8 November 2009, Final version received 10 August 2010, Available online 10 October 2011.
ethz.identifier.nebis
000018077
ethz.publication.place
Abigndon
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.relation.isNewVersionOf
handle/20.500.11850/28162
ethz.date.deposited
2017-06-09T17:24:57Z
ethz.source
ECIT
ethz.identifier.importid
imp59364ead19f6745967
ethz.ecitpid
pub:69735
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T14:23:58Z
ethz.rosetta.lastUpdated
2020-02-14T09:07:20Z
ethz.rosetta.versionExported
true
ethz.COinS
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