A dynamic programming approach to price installment options
| Year of publication: |
2006
|
|---|---|
| Authors: | Ben-Ameur, Hatem ; Breton, Michele ; Francois, Pascal |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 169.2006, 2, p. 667-676
|
| Publisher: |
Elsevier |