Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
| Autor: | Ju, Nengjiu |
|---|---|
| Zdroj: | The Review of Financial Studies, 1998 Oct 01. 11(3), 627-646. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Ju, Nengjiu |
|---|---|
| Zdroj: | The Review of Financial Studies, 1998 Oct 01. 11(3), 627-646. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|