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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~person:"Chan, Tat Lung"
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Europäische Hochschulschriften / 5
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
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An SFP-FCC method for pricing and
hedging
early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
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