A dynamic programming approach to price installment options
| Year of publication: |
2006
|
|---|---|
| Authors: | Ben-Ameur, Hatem ; Breton, Michèle ; François, Pascal |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 169.2006, 2, p. 667-676
|