Tight bounds on American option prices
Year of publication: |
2009
|
---|---|
Authors: | Chung, San-lin ; Hung, Mao-Wei ; Wang, Jr-yan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 1, p. 77-89
|
Subject: | Optionspreistheorie | Option pricing theory |
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