Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
Year of publication: |
2004
|
---|---|
Authors: | Ibáñez, Alfredo |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 14.2004, 2, p. 223-248
|
Publisher: |
Wiley Blackwell |
Saved in:
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