Functional convergence of Snell envelopes: Applications to American options approximations
| Year of publication: |
1998
|
|---|---|
| Authors: | Mulinacci, Sabrina ; Pratelli, Maurizio |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 3, p. 311
|