Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...
The Annals of Applied Probability, Vol. 12, No. 1 (Feb., 2002), pp. 196-223 (28 pages) In mathematical finance, the price of the so-called "American Put option" is given by the value function of the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback