Confined exponential approximations for the valuation of American options
Year of publication: |
2003
|
---|---|
Authors: | Lee, Jongwoo ; Paxson, Dean A. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 5, p. 449-474
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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