The valuation of American options on multiple assets
Year of publication: |
1997
|
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Authors: | Broadie, Mark |
Other Persons: | Detemple, Jérôme B. (contributor) |
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. 7.1997, 3, p. 241-286
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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