An exponential extrapolation approach for the valuation and hedging of American options
Year of publication: |
2000
|
---|---|
Authors: | Chang, Chuang-chang |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 5.2000, 2, p. 29-55
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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