American option valuation : new bounds, approximations, and a comparison of existing methods
Year of publication: |
1996
|
---|---|
Authors: | Broadie, Mark |
Other Persons: | Detemple, Jérôme B. (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 9.1996, 4, p. 1211-1250
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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