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Journal of economic dynamics & control
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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
Saved in:
2
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
Saved in:
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