Convergence rate of regime-switching trees
type: Item
instance of: scholarly article
title: Convergence rate of regime-switching trees
zbMATH Open document ID: 1358.41009
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Journal of Computational and Applied Mathematics
publication date: 2017-03-16T00:00:00Z
Mathematics Subject Classification ID: 41A25
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 6695720
zbMATH Keywords: regime-switching Black-Scholes
zbMATH Keywords: discretization
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: j.cam.2016.12.033
OpenAlex ID: W2562755812
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DOI: 10.1016/J.CAM.2016.12.033
description: scientific article; zbMATH DE number 6695720