Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Recombining tree approximations for Game Options in Local Volatility
  models   In this paper we introduce a numerical method for optimal stopping in the
framework of one dimensional diffusion. We use the Skorokhod embedding in order
to construct recombining tree approximations for diffusions with general
coefficients. This technique allows us to determine convergence rates and
construct nearly optimal stopping times which are optimal at the same rate.
Finally, we demonstrate the efficiency of our scheme with several examples of
game options.

24
The categories of this paper are: dg-ga
18
The categories of this paper are: econ
37
The categories of this paper are: supr-con
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
21
The categories of this paper are: adap-org
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
4
The categories of this paper are: cond-mat