Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleSHORTFALL RISK APPROXIMATIONS FOR AMERICAN OPTIONS IN THE MULTIDIMENSIONAL BLACK-SCHOLES MODEL.SubjectsAPPROXIMATION theory; MATHEMATICAL models of option; FINANCIAL risk; STOCHASTIC convergence; MATRICES (Mathematics); MATHEMATICAL analysis; MATHEMATICAL sequencesPublicationJournal of Applied Probability, 2010, Vol 47, Issue 4, p997ISSN0021-9002Publication typeArticleDOI10.1239/jap/1294170514