Narrow search
Showing 1 - 3 of 3
Cover Image
The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Cover Image
Security design with status concerns
Başak, Suleyman; Makarov, Dmitry; Shapiro, Alex; … - In: Journal of economic dynamics & control 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012503436
Cover Image
The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti - In: Journal of economic dynamics & control 24 (2000) 11, pp. 1783-1828
Persistent link: https://www.econbiz.de/10006778757