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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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LP valuation of exotic American options exploiting structure
Dempster, Michael A. H.
;
Hutton, J. P.
;
Richards, Donald G.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001447235
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Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
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