Fast, accurate and inelegant valuation of American options
Year of publication: |
2008
|
---|---|
Authors: | Joubert, Adriaan ; Rogers, Leonard C. G. |
Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 88-92
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | USA | United States | Theorie | Theory |
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