Convergence of optimal expected utility for a sequence of binomial models
Friedrich Hubalek
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Walter Schachermayer
Robert Daniel Jolly
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Jo A. Meier
Shih-Kung Lai
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Li-Hung Tsai
2019 ◽
Vol 43
(1)
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pp. 26-44
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James Michael Lampinen
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Andrew M. Smith
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Gary L. Wells
Fred Viole
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David N. Nawrocki
Xi-Ren Cao
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Xiangwei Wan
Felix Kubler
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Larry Selden
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Xiao Wei