Error Estimates for Discrete Approximations of Game Options with Multivariate Diffusion Asset Prices

Authors

Yuri Kifer, The Hebrew University, Jerusalem 91904, IsraelFollow

Recommended Citation

Kifer, Yuri (2021) "Error Estimates for Discrete Approximations of Game Options with Multivariate Diffusion Asset Prices," Journal of Stochastic Analysis: Vol. 2: No. 3, Article 8.
DOI: 10.31390/josa.2.3.08
Available at: https://repository.lsu.edu/josa/vol2/iss3/8

DOI

10.31390/josa.2.3.08