This article is cited in 3 papers

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Discrete approximation of American-type options

R. V. Ivanov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

MSC: 91B60, 91B70

Presented: A. V. Bulinski
Accepted: 19.12.2005

DOI: 10.4213/rm1693

 English version: Russian Mathematical Surveys, 2006, 61:1, 174–175

Bibliographic databases:

• 
• 
• 
• 
• 
• 
•