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american option
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mild stochastic environment
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option pricing
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Altar, Moisa
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Samuel, Judita
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Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
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Advances in Economic and Financial Research - DOFIN Working Paper Series
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Pricing American Options in a
Mild
Stochastic
Environment
Altar, Moisa
;
Samuel, Judita
-
Center for Advanced Research in Finance and Banking …
-
2008
uncertainty is modeled by a more regular stochastic process, which was called, by A. Halanay, a
mild
stochastic
environment
. In …
Persistent link: https://www.econbiz.de/10005036708
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