Tight bounds on American option prices
| Year of publication: |
2010
|
|---|---|
| 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 7529053. - Vol. 34.2010, 1, p. 77-90
|