Error estimates for binomial approximations of game put options
Abstract
We construct algorithms via binomial approximations for computation of prices of game put options and obtain estimates of approximation errors.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.