Recursive Lower- and Dual Upper-Bounds for Bermudan-Style Options
Year of publication: |
2019
|
---|---|
Authors: | Ibañez, Alfredo |
Other Persons: | Velasco, Carlos (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 12, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2512659 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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