Pricing American options by exercise rate optimization
Year of publication: |
2020
|
---|---|
Authors: | Bayer, Christian ; Tempone, Raúl ; Wolfers, Sören |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 11, p. 1749-1760
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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