A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Year of publication: |
2007
|
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Authors: | Howison, Sam |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 1, p. 91-104
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Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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