Approximate valuation of real R&D American sequential exchange options
Year of publication: |
2003
|
---|---|
Authors: | Lee, Jongwoo ; Paxson, Dean A. |
Published in: |
Real R & D options. - Oxford [u.a.] : Butterworth-Heinemann, ISBN 0-7506-5332-9. - 2003, p. 130-148
|
Subject: | Optionspreistheorie | Option pricing theory |
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