Approximation of American Put Prices by European Prices via an Embedding Method
| Autor: | Jourdain, B., Martini, C. |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2002 Feb 01. 12(1), 196-223. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Jourdain, B., Martini, C. |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2002 Feb 01. 12(1), 196-223. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|