Analytical upper bounds for American option prices
Year of publication: |
2002
|
---|---|
Authors: | Chen, Ren-Raw ; Yeh, Shih-kuo |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 37.2002, 1, p. 117-135
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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