"Functional convergence of Snell envelopes: Applications to American ..."

Sabrina Mulinacci, Maurizio Pratelli (1998)

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DOI: 10.1007/S007800050043

access: closed

type: Journal Article

metadata version: 2020-07-22

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Sabrina Mulinacci, Maurizio Pratelli:
Functional convergence of Snell envelopes: Applications to American options approximations. Finance Stochastics 2(3): 311-327 (1998)

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