Pricing a clas of American and European path dependent securities
| Year of publication: |
1995
|
|---|---|
| Authors: | Hilliard, Jimmy E. ; Kau, James B. ; Keenan, Donald C. ; Muller III, Walter J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 41.1995, 12, p. 1892-1899
|