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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 3-4: Special issue on optimal stopping with applications
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Original Articles

Optimal stopping and strong approximation theorems†

Yuri Kifer Institute of Mathematics, Hebrew University, Jerusalem, IsraelCorrespondence[email protected]
Pages 253-273 | Received 02 May 2006, Accepted 29 Aug 2006, Published online: 05 Nov 2008

Citations (7)

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Read on this site (1)

Yan Dolinsky. (2011) Error estimates for multinomial approximations of American options in a class of jump diffusion models. Stochastics 83:4-6, pages 415-429.
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Articles from other publishers (6)

Yuri Kifer. (2017) Functional Erdős-Rényi law of large numbers for nonconventional sums under weak dependence. Electronic Journal of Probability 22:none.
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Yeor Hafouta & Yuri Kifer. (2015) A Nonconventional Local Limit Theorem. Journal of Theoretical Probability 29:4, pages 1524-1553.
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Yuri Kifer. (2013) Dynkin's Games and Israeli Options. ISRN Probability and Statistics 2013, pages 1-17.
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Yan Dolinsky. (2010) Applications of weak convergence for hedging of game options. The Annals of Applied Probability 20:5.
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Yuri Kifer. (2009) Nonconventional limit theorems. Probability Theory and Related Fields 148:1-2, pages 71-106.
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Yan Dolinsky & Yuri Kifer. (2008) Binomial approximations of shortfall risk for game options. The Annals of Applied Probability 18:5.
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