Valuing American Put Options Using Gaussian Quadrature
Year of publication: |
[1999]
|
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Authors: | Sullivan, Michael A. |
Publisher: |
[1999]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Review of Financial Studies, Vol. 13, Iss. 1 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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