On the quadratic valuation of American call options: challenging the functional form
Year of publication: |
2009
|
---|---|
Authors: | Andrikopoulos, Andreas |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 1.2009, 1, p. 41-48
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | American options | quadratic approximation |
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