Optimal stopping and strong approximation theorems†
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Publication:3429344
DOI10.1080/17442500600987118zbMath1172.91322OpenAlexW2086977229WikidataQ126268157 ScholiaQ126268157MaRDI QIDQ3429344
Publication date: 30 March 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500600987118
Related Items (6)
Strong diffusion approximation in averaging and value computation in Dynkin's games ⋮ Dynkin's games and Israeli options ⋮ Applications of weak convergence for hedging of game options ⋮ A nonconventional local limit theorem ⋮ Binomial approximations of shortfall risk for game options ⋮ Nonconventional limit theorems
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- Game options
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