Exercise regions of American options on several assets
Year of publication: |
1999-05-03
|
---|---|
Authors: | Villeneuve, Stephane |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 3, p. 295-322
|
Publisher: |
Springer |
Subject: | Optimal stopping | free boundary problems | American options |
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