A moving boundary approach to American option pricing
Year of publication: |
2008
|
---|---|
Authors: | Muthuraman, Kumar |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 11, p. 3520-3537
|
Subject: | Optionspreistheorie | Option pricing theory |
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