Pricing American stock options by linear programming
Year of publication: |
1999
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Authors: | Dempster, Michael A. H. ; Hutton, J. P. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 9.1999, 3, p. 229-254
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Subject: | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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