On Bermudan options
Year of publication: |
2002
|
---|---|
Authors: | Schweizer, Martin |
Published in: |
Advances in finance and stochastics : essays in honour of Dieter Sondermann. - Berlin : Springer, ISBN 3-540-43464-X. - 2002, p. 257-270
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Theorie | Theory |
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