Optimal Exercise for Derivative Securities
Year of publication: |
2014
|
---|---|
Authors: | Detemple, Jérôme |
Published in: |
Annual Review of Financial Economics. - Annual Reviews, ISSN 1941-1367. - Vol. 6.2014, 1, p. 459-487
|
Publisher: |
Annual Reviews |
Subject: | derivatives | options | American-style | valuation | exercise region | exercise boundaries |
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