4 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.PR2009
Binomial Approximations for Barrier Options of Israeli Style
Yan Dolinsky, Yuri Kifer
We show that prices and shortfall risks of game (Israeli) barrier options in a sequence of binomial approximations of the Black--Scholes (BS) market converge to the corresponding q…
math.PR2008
From Pet to Split
Yuri Kifer
Various forms of the polynomial ergodic theorem (PET) which attracted substantial attention in ergodic theory study the limits of expressions having the form $1/N\sum_{n=1}^NT^{q_1…
math.PR2007★ 4 cited
Correction. Error estimates for binomial approximations of game options
Yuri Kifer
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]