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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Error estimates for multinomial approximations of American options in a class of jump diffusion models

Yan Dolinsky Institute of Mathematics, Hebrew University, Jerusalem, IsraelCorrespondence[email protected]
Pages 415-429 | Received 08 Nov 2009, Accepted 10 Aug 2010, Published online: 10 Oct 2011

References

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