A simple iterative method for the valuation of American options
| Year of publication: |
2013
|
|---|---|
| Authors: | Kim, In Joon ; Jang, Bong-Gyu ; Kim, Kyeong Tae |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 885-895
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