An efficient approximation method for American exotic options
Year of publication: |
2007
|
---|---|
Authors: | Chang, Geunhyuk ; Kang, Jangkoo ; Kim, Hwa-sung ; Kim, In-joon |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 1, p. 29-59
|
Subject: | american exotic option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Iteratives Verfahren | Approximation method | Theorie | Theory |
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